pairs-methods {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 'ghyp' pairs(x, data = ghyp.data(x), main = "'ghyp' pairwise plot", nbins = 30, qq = TRUE, gaussian = TRUE, 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 |
data |
An object coercible to a |
main |
The title of the plot. |
nbins |
The number of bins passed to |
qq |
If |
gaussian |
If |
hist.col |
A vector of colors passed to |
spline.points |
The number of support points when computing the quantiles used by the
qq-plot. Passed to |
root.tol |
The tolerance of the quantiles. Passed to |
rel.tol |
The tolerance of the quantiles. Passed to |
abs.tol |
The tolerance of the quantiles. Passed to |
... |
David Luethi
pairs
, fit.ghypmv
,
qqghyp
, hist2d
data(smi.stocks) fitted.smi.stocks <- fit.NIGmv(data = smi.stocks[1:200, ]) pairs(fitted.smi.stocks)