| pairs.ghypmv {ghyp} | R Documentation |
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.
## S4 method for signature 'ghypmv':
pairs(x, data = ghyp.data(x), main = "'ghypmv' pairwise plot.",
nbins = 30, gaussian = T, qq = T,
hist.col = c("white", topo.colors(40)),
spline.points = 150, root.tol = .Machine$double.eps^0.5,
rel.tol = root.tol, abs.tol = root.tol^1.5, ...)
x |
Usually a fitted multivariate generalized hyperbolic distribution
of class mle.ghypmv. Alternatively
an object of class ghypmv and a data matrix. |
data |
A matirx. |
main |
The title of the plot. |
nbins |
The number of bins passed to hist2d. |
gaussian |
If TRUE qq-plots with the normal distribution are plotted. |
qq |
If TRUE qq-plots are drawn. |
hist.col |
A vector of colors passed to hist2d. |
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 qqghyp. |
rel.tol |
The tolerance of the quantiles. Passed to qqghyp. |
abs.tol |
The tolerance of the quantiles. Passed to qqghyp. |
... |
Arguments passed to plot and axis. |
David Lüthi
pairs, fit.ghypmv, ghypmv-class,
qqghyp, hist2d
data(smi.stocks) fitted.smi.stocks <- fit.NIGmv(data=smi.stocks[1:200,]) pairs(fitted.smi.stocks)