BiCopMetaContour(VineCopula)
BiCopMetaContour()所属R语言包:VineCopula
Contour plot of bivariate meta distribution with different margins and copula (theoretical and empirical)
二元元分布的等高线图具有不同的利润率和系词(理论和实证)
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This function plots a bivariate contour plot corresponding to a bivariate meta distribution with different margins and specified bivariate copula and parameter values or creates corresponding empirical contour plots based on bivariate copula data.
此功能双变量对应一个二元元分布与不同的利润率和指定的二元Copula函数和参数值,或创建相应的经验基础二元Copula的数据上的等高线图等高线图绘制。
用法----------Usage----------
BiCopMetaContour(u1=NULL, u2=NULL, bw=1, size=100,
levels=c(0.01,0.05,0.1,0.15,0.2),
family="emp", par=0, par2=0, PLOT=TRUE,
margins="norm", margins.par=0, xylim=NA, ...)
参数----------Arguments----------
参数:u1,u2
Data vectors of equal length with values in [0,1] (default: u1 and u2 = NULL).
数据向量长度相等的值在[0,1](默认:u1和u2 = NULL)。
参数:bw
Bandwidth (smoothing factor; default: bw = 1).
带宽(平滑因子;默认:bw = 1)。
参数:size
Number of grid points; default: size = 100.
默认的网格点;:size = 100。
参数:levels
Vector of contour levels. For Gaussian, Student t or exponential margins the default value (levels = c(0.01,0.05,0.1,0.15,0.2)) typically is a good choice. For uniform margins we recommend<br> levels = c(0.1,0.3,0.5,0.7,0.9,1.1,1.3,1.5)<br> and for Gamma margins<br> levels = c(0.005,0.01,0.03,0.05,0.07,0.09).
矢量轮廓的水平。对于高斯,学生t或指数的空间的默认值(levels = c(0.01,0.05,0.1,0.15,0.2))通常是一个不错的选择。对于均匀利润率我们建议<BR>的levels = c(0.1,0.3,0.5,0.7,0.9,1.1,1.3,1.5)的<BR>和的伽玛利润<BR>levels = c(0.005,0.01,0.03,0.05,0.07,0.09)的。
参数:family
An integer defining the bivariate copula family or indicating an empirical contour plot: <br> "emp" = empirical contour plot (default; margins can be specified by margins) <br> 0 = independence copula <br> 1 = Gaussian copula <br> 2 = Student t copula (t-copula) <br> 3 = Clayton copula <br> 4 = Gumbel copula <br> 5 = Frank copula <br> 6 = Joe copula <br> 7 = BB1 copula <br> 8 = BB6 copula <br> 9 = BB7 copula <br> 10 = BB8 copula <br> 13 = rotated Clayton copula (180 degrees; “survival Clayton”) <br> 14 = rotated Gumbel copula (180 degrees; “survival Gumbel”) <br> 16 = rotated Joe copula (180 degrees; “survival Joe”) <br> 17 = rotated BB1 copula (180 degrees; “survival BB1”)<br> 18 = rotated BB6 copula (180 degrees; “survival BB6”)<br> 19 = rotated BB7 copula (180 degrees; “survival BB7”)<br> 20 = rotated BB8 copula (180 degrees; “survival BB8”)<br> 23 = rotated Clayton copula (90 degrees) <br> 24 = rotated Gumbel copula (90 degrees) <br> 26 = rotated Joe copula (90 degrees) <br> 27 = rotated BB1 copula (90 degrees) <br> 28 = rotated BB6 copula (90 degrees) <br> 29 = rotated BB7 copula (90 degrees) <br> 30 = rotated BB8 copula (90 degrees) <br> 33 = rotated Clayton copula (270 degrees) <br> 34 = rotated Gumbel copula (270 degrees) <br> 36 = rotated Joe copula (270 degrees) <br> 37 = rotated BB1 copula (270 degrees) <br> 38 = rotated BB6 copula (270 degrees) <br> 39 = rotated BB7 copula (270 degrees) <br> 40 = rotated BB8 copula (270 degrees)
一个整数,定义二元Copula的家庭的表示的经验轮廓的图:<BR> "emp"经验等高线图(默认情况下,利润可以指定margins)参考0=独立是系词参考1=高斯Copula的参考的2学生t Copula函数(T-Copula函数)参考3=克莱顿Copula的参考4= Gumbel分布Copula函数参考5=弗兰克·系词参考6=乔系词参考7= BB1 Copula的参考8= BB6 Copula的参考 X> = BB7 Copula的参考9= BB8系词参考10=旋转克莱顿系词(180度;“生存克莱顿”)参考13=旋转冈贝尔Copula的参考14=旋转乔系词(180度;“生存乔”)参考16=旋转BB1 Copula函数(180度(180度“生存冈贝尔”);“生存BB1)参考17=旋转(180度“生存BB6”)BB6 Copula的参考18=旋转BB7系词(180度“生存BB7”)< BR> 19=旋转BB8系词(180度“生存BB8”)参考20=旋转克莱顿系词(90度)参考23=旋转冈贝尔系词( 90度)参考24=旋转乔系词(90度)参考26=旋转BB1 Copula的(90度)参考27=旋转BB6系词(90度)参考28=旋转BB7系词(90度)参考29=旋转BB8系词(90度)参考30=旋转克莱顿系词(270度)< BR> 33=系词(270度)旋转冈贝尔参考34=旋转乔系词(270度)参考36=旋转BB1 Copula函数(270度)参考37=旋转BB6 Copula函数(270度)参考38=旋转BB7系词(270度)参考39=旋转BB8系词(270度)
参数:par
Copula parameter; if empirical contour plot, par = NULL or 0 (default).
Copula函数的参数,如果经验等高线图,par = NULL或0(默认)。
参数:par2
Second copula parameter for t-, BB1, BB6, BB7 and BB8 copulas (default: par2 = 0).
第二Copula函数的参数T-BB1,BB6,BB7和BB8 Copula函数的(默认:par2 = 0)。
参数:PLOT
Logical; whether the results are plotted. If PLOT = FALSE, the values x, y and z are returned (see below; default: PLOT = TRUE).
逻辑;结果是否绘制。如果PLOT = FALSE,值x,y和z返回(见下文;默认:PLOT = TRUE)。
参数:margins
Character; margins for the bivariate copula contour plot. Possible margins are:<br> "norm" = standard normal margins (default)<br> "t" = Student t margins with degrees of freedom as specified by margins.par<br> "gamma" = Gamma margins with shape and scale as specified by margins.par<br> "exp" = Exponential margins with rate as specified by margins.par<br> "unif" = uniform margins
为二元Copula的等高线图的特征;利润。可能的利润是:<BR>"norm"标准的正常利润(默认)参考"t"=学生吨的利润与自由度margins.par参考"gamma" =γ利润形状和规模的指定margins.par参考"exp"指数利润率率的margins.par参考"unif"=均匀利润率
参数:margins.par
Parameter(s) of the distribution of the margins if necessary (default: margins.par = 0), i.e.,
如果有必要(默认:margins.par = 0),即利润的分配,参数(S)
a positive real number for the degrees of freedom of Student t margins (see dt),
一个正实数的程度自由的学生吨的利润(见dt),
a 2-dimensional vector of positive real numbers for the shape and scale parameters of Gamma margins (see dgamma),
一个正实数的2维矢量的形状和尺度参数的伽玛利润(见dgamma)
a positive real number for the rate parameter of exponential margins (see dexp). </ul>
一个正实数指数边距率参数(见dexp)。 </ ul>
参数:xylim
A 2-dimensional vector of the x- and y-limits. By default (xylim = NA) standard limits for the selected margins are used.
甲的2维矢量的x-和y-限制。默认情况下(xylim = NA)标准限值为选定的边缘。
参数:...
Additional plot arguments.
其他图参数。
值----------Value----------
参数:x
A vector of length size with the x-values of the kernel density estimator with Gaussian kernel if the empirical contour plot is chosen and a sequence of values in xylim if the theoretical contour plot is chosen.
一个矢量的长度sizex值的内核密度估计与高斯核经验的等高线图选择序列中的值xylim,如果选择的理论轮廓曲线。
参数:y
A vector of length size with the y-values of the kernel density estimator with Gaussian kernel if the empirical contour plot is chosen and a sequence of values in xylim if the theoretical contour plot is chosen.
一个矢量的长度sizey值的内核密度估计与高斯核经验的等高线图选择序列中的值xylim,如果选择的理论轮廓曲线。
参数:z
A matrix of dimension size with the values of the density of the meta distribution with chosen margins (see margins and margins.par) evaluated at the grid points given by x and y.
维的矩阵size选择利润率(见margins和margins.par)评估由x在网格点和元分布的密度值y。
注意----------Note----------
The combination family = 0 (independence copula) and margins = "unif" (uniform margins) is not possible because all z-values are equal.
结合family = 0(独立系词)和margins = "unif"(均匀利润率)是不可能的,因为所有的z值是相等的。
(作者)----------Author(s)----------
Ulf Schepsmeier, Alexander Bauer
参见----------See Also----------
BiCopChiPlot, BiCopKPlot, BiCopLambda
BiCopChiPlot,BiCopKPlot,BiCopLambda
实例----------Examples----------
## Example 1: contour plot of meta Gaussian copula distribution[例1:中继高斯Copula的分布的等高线图]
## with Gaussian margins[#高斯利润与]
tau = 0.5
fam = 1
theta = BiCopTau2Par(fam,tau)
BiCopMetaContour(u1=NULL,u2=NULL,bw=1,size=100,
levels=c(0.01,0.05,0.1,0.15,0.2),
family=fam,par=theta,main="tau=0.5")
## Example 2: empirical contour plot with standard normal margins[#例2:经验等高线图与标准的正常利润]
dat = BiCopSim(N=1000,fam,theta)
BiCopMetaContour(dat[,1],dat[,2],bw=2,size=100,
levels=c(0.01,0.05,0.1,0.15,0.2),
par=0,family="emp",main="N=1000")
# empirical contour plot with exponential margins[经验等高线图,指数利润率]
BiCopMetaContour(dat[,1],dat[,2],bw=2,size=100,
levels=c(0.01,0.05,0.1,0.15,0.2),
par=0,family="emp",main="n=500",
margins="exp",margins.par=1)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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