The following code reproduces this figure. Change the parameter ``t'' to study the effect of the degrees of freedom.
func<-"prod" marginal<-"student" b<-5; support<-c(-b,b,-b,b) N<-c(32,32) # choose the grid size t<-0.5 # degrees of freedom pcf<-pcf.func(func,N,t=t,support=support,marginal=marginal)
We use function "draw.pcf" to draw the function.
dp<-draw.pcf(pcf) contour(dp$x,dp$y,dp$z) persp(dp$x,dp$y,dp$z,theta=30,phi=30)
We set the general parameters for the copulas.
N<-c(32,32) # choose the grid size
margin<-c("gauss","student","unif")
b<-4
support<-c(-b,b,-b,b)
The following code may be used to reproduce and modify the figures showing elliptical copulas.
copula<-c("gauss","student")
ci<-2 # copula, ci = 1, 2
r<-0.5 # parameter of the copula
df<-2 # degrees of freedom for the Student copula
mi<-3 # margin, mi = 1, 2, 3
sig<-c(1,1) # std:s for the margins
t<-c(2,2) # degreeds of freedom for the student margin
pcf<-pcf.func(copula[ci],N,marginal=margin[mi],support=support,
r=r,df=df,sig=sig,t=t)
The following code may be used to reproduce and modify the figures showing Archimedean copulas.
copula<-c("gumbel","frank","clayton")
ci<-1 # copula, ci = 1, 2, 3
g<-2 # parameter of the copula
mi<-1 # margin, mi = 1, 2, 3
sig<-c(1,1) # std:s for the margins
t<-c(2,2) # degreeds of freedom for the student margin
pcf<-pcf.func(copula[ci],N,marginal=margin[mi],support=support,
g=g,sig=sig,t=t)