pairs-methods {ghyp}

Pairs plot for multivariate generalized hyperbolic distributions

Description

This function is intended to be used as a graphical diagnostic tool for fitted multivariate generalized hyperbolic distributions. An array of graphics is created and qq-plots are drawn into the diagonal part of the graphics array. The upper part of the graphics matrix shows scatter plots whereas the lower part shows 2-dimensional histogramms.

Usage

## S4 method for signature 'ghyp'
pairs(x, data = ghyp.data(x), main = "'ghyp' pairwise plot",
      nbins = 30, qq = TRUE, gaussian = TRUE,
      hist.col = c("white", topo.colors(100)),
      spline.points = 150, root.tol = .Machine$double.eps^0.5,
      rel.tol = root.tol, abs.tol = root.tol^1.5, ...)

Arguments

x

Usually a fitted multivariate generalized hyperbolic distribution of class mle.ghyp. Alternatively an object of class ghyp and a data matrix.

data

An object coercible to a matrix.

main

The title of the plot.

nbins

The number of bins of the 2-d histogram.

qq

If TRUE qq-plots are drawn.

gaussian

If TRUE qq-plots with the normal distribution are plotted.

hist.col

A vector of colors of the 2-d histgram.

spline.points

The number of support points when computing the quantiles used by the qq-plot. Passed to qqghyp.

root.tol

The tolerance of the quantiles. Passed to uniroot via qqghyp.

rel.tol

The tolerance of the quantiles. Passed to integrate via qqghyp.

abs.tol

The tolerance of the quantiles. Passed to integrate via qqghyp.

...

Arguments passed to plot and axis.

Author(s)

David Luethi

See Also

pairs, fit.ghypmv, qqghyp

Examples

  data(smi.stocks)
  fitted.smi.stocks <- fit.NIGmv(data = smi.stocks[1:200, ])
  pairs(fitted.smi.stocks)