Plotting vinecop_dist and vinecop objects.

Source: R/vinecop_plot.R

There are two plotting generics for vinecop_dist objects. plot.vinecop_dist plots one or all trees of a given R-vine copula model. Edges can be labeled with information about the corresponding pair-copula. contour.vinecop_dist produces a matrix of contour plots (using plot.bicop).

# S3 method for vinecop_dist
plot(x, tree = 1, var_names = "ignore", edge_labels = NULL, ...)

# S3 method for vinecop
plot(x, tree = 1, var_names = "ignore", edge_labels = NULL, ...)

# S3 method for vinecop_dist
contour(x, tree = "ALL", cex.nums = 1, ...)

# S3 method for vinecop
contour(x, tree = "ALL", cex.nums = 1, ...)

Arguments

x

vinecop_dist object.

tree

"ALL" or integer vector; specifies which trees are plotted.

var_names

integer; specifies how to make use of variable names:

  • `"ignore"`` = variable names are ignored,

  • `"use"`` = variable names are used to annotate vertices,

  • `"legend"`` = uses numbers in plot and adds a legend for variable names,

  • `"hide"`` = no numbers or names, just the node.

edge_labels

character; options are:

  • "family" = pair-copula family (see [bicop_dist()]),

  • `"tau"`` = pair-copula Kendall's tau

  • `"family_tau"`` = pair-copula family and Kendall's tau,

  • `"pair"`` = the name of the involved variables.

...

Unused for plot and passed to contour.bicop for contour.

cex.nums

numeric; expansion factor for font of the numbers.

Details

If you want the contour boxes to be perfect squares, the plot height should be 1.25/length(tree)*(d - min(tree)) times the plot width.

The plot() method returns an object that (among other things) contains the igraph representation of the graph; see Examples.

Author

Thomas Nagler, Thibault Vatter

Examples

# set up vine copula model
u <- matrix(runif(20 * 10), 20, 10)
vc <- vinecop(u, family = "indep")

# plot
plot(vc, tree = c(1, 2))

plot(vc, edge_labels = "pair")


# extract igraph representation
plt <- plot(vc, edge_labels = "family_tau")

igr_obj <- get("g", plt$plot_env)[[1]]
igr_obj  # print object
#> IGRAPH 3eeff18 UN-- 10 9 -- 
#> + attr: name (v/c), name (e/c)
#> + edges from 3eeff18 (vertex names):
#> [1] 7--8  9--3  1--3  3--6  6--8  4--2  5--8  2--10 8--10
igraph::E(igr_obj)$name  # extract edge labels
#> [1] "indep(0)" "indep(0)" "indep(0)" "indep(0)" "indep(0)" "indep(0)" "indep(0)"
#> [8] "indep(0)" "indep(0)"

# set up another vine copula model
pcs <- lapply(1:3, function(j) # pair-copulas in tree j
  lapply(runif(4 - j), function(cor) bicop_dist("gaussian", 0, cor)))
mat <- rvine_matrix_sim(4)
vc <- vinecop_dist(pcs, mat)

# contour plot
contour(vc)