level.curvesCOP2 {copBasic} | R Documentation |
Compute and Plot Level Curves of a Copula U with respect to V
Description
Compute and plot level curves or level sets of a copula for with respect to
(Nelsen, 2006, pp. 12–13). The level curves at a levels
are defined for
by
and solving for . Plotting is provided by this function because level curves are such an important visual attribute of a copula and highly useful for pedagogic purposes. The above equation is implemented by the inverse of a copula using
COPinv2
.
Usage
level.curvesCOP2(cop=NULL, para=NULL, ploton=TRUE, lines=TRUE,
plotMW=FALSE, ramp=TRUE, delv=0.001, delt=0.10,
getlevel=NULL, silent=TRUE, ...)
Arguments
cop |
A copula function; |
para |
Vector of parameters or other data structure, if needed, to pass to the copula; |
ploton |
A logical to toggle on the plot; |
lines |
A logical to toggle calls to the |
plotMW |
A logical to toggle to use |
ramp |
A logical to toggle whether the level curves are ramped in thickness according to the probability of the line; |
delv |
The increment of |
delt |
The increment of |
getlevel |
If defined and level exists upon stepping through using |
silent |
The argument of the same name given over to |
... |
Additional arguments to pass to the |
Value
Typically no values are returned because this function is used for its side effects, but the arguments can be such that the for
are returned within an R
list
.
Author(s)
W.H. Asquith
References
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.
See Also
COPinv2
, level.curvesCOP
, level.setCOP2
, joint.curvesCOP2
Examples
## Not run:
level.curvesCOP2(cop=M, para=NULL, delt=0.02) # Upper bounds copula
## End(Not run)