Draw a suite of lines for specified nonexceedance probabilities representing the quantile regression (Nelsen, 2006, pp. 217--218) of either \(V\) with respect to \(U\) or \(U\) with respect to \(V\) depending upon an argument setting.
qua.regressCOP.draw(f=seq(0.1, 0.9, by=0.1), fs=0.5, cop=NULL, para=NULL,
ploton=TRUE, wrtV=FALSE, col=c(4,2), lwd=c(1,2), lty=1,...)No values are returned, this function is used for its side effects.
Nonexceedance probability \(F\) to perform quantile regression at and defaults to a 10-percent-interval sequence. This vectorization of f for this function differs from that in qua.regressCOP and qua.regressCOP2;
A special value of nonexceedance probability to draw with second values to arguments col and lwd and defaults to the median (\(F = 1/2\));
A copula function;
Vector of parameters or other data structure, if needed, to pass to the copula;
A logical to toggle on the plot;
If wrtV=FALSE call qua.regressCOP and perform quantile regression of \(V\) with respect to \(U\) and if wrtV=TRUE call qua.regressCOP2 and perform regression of \(U\) with respect to \(V\);
A vector of two values for the color of the line to draw, where the first value is used for the f probabilities and the second value is used for the fs probability;
A vector of two values for the line width of the line to draw, where the first value is used for the f probabilities and the second value is used for the fs probability;
The line type to draw; and
Additional arguments to pass.
W.H. Asquith
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.
qua.regressCOP, qua.regressCOP2
# See example in qua.regressCOP documentation
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