ghyp: pairs-methods – R documentation

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pairs-methods

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

Examples

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

ghyp

Generalized Hyperbolic Distribution and Its Special Cases

v1.6.1

GPL (>= 2)

Authors

Marc Weibel, David Luethi, Wolfgang Breymann

Initial release

2020-04-27