qua.regressCOP.draw {copBasic}R Documentation

Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V

Description

Draw a suite of lines for specified nonexceedance probabilities representing the quantile regression (Nelsen, 2006, pp. 217–218) of either VV with respect to UU or UU with respect to VV depending upon an argument setting.

Usage

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,...)

Arguments

f

Nonexceedance probability FF 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;

fs

A special value of nonexceedance probability to draw with second values to arguments col and lwd and defaults to the median (F=1/2F = 1/2);

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;

wrtV

If wrtV=FALSE call qua.regressCOP and perform quantile regression of VV with respect to UU and if wrtV=TRUE call qua.regressCOP2 and perform regression of UU with respect to VV;

col

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;

lwd

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;

lty

The line type to draw; and

...

Additional arguments to pass.

Value

No values are returned, this function is used for its side effects.

Author(s)

W.H. Asquith

References

Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.

See Also

qua.regressCOP, qua.regressCOP2

Examples

# See example in qua.regressCOP documentation

[Package copBasic version 2.2.4 Index]