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Plot copula diagnostics for a fitted gamlss.longitudinal object

Usage

plot_copula_diagnostics(
  x,
  lags = 1,
  grid_n = 35,
  max_pairs_overlay = 300,
  transform = "normal",
  plot1_style = "bins",
  contour_bins = 8,
  time_stratified = FALSE,
  by = NULL,
  data = NULL,
  tau_ylim = NULL,
  plot2_cuts = 10,
  tail_thresholds = c(0.05, 0.1, 0.2),
  residual_lags = 1:3,
  dashboard_ncol = 3,
  plot = TRUE,
  ...
)

# S3 method for class 'copula'
plot(
  x,
  lags = 1,
  grid_n = 35,
  max_pairs_overlay = 300,
  transform = "normal",
  plot1_style = "bins",
  contour_bins = 8,
  time_stratified = FALSE,
  by = NULL,
  data = NULL,
  tau_ylim = NULL,
  plot2_cuts = 10,
  tail_thresholds = c(0.05, 0.1, 0.2),
  residual_lags = 1:3,
  dashboard_ncol = 3,
  plot = TRUE,
  ...
)

Arguments

x

A fitted gamlss.longitudinal object.

lags

Integer lags to assess, measured in ordered time steps.

grid_n

Grid size used for contour averaging.

max_pairs_overlay

Maximum number of paired observations used for the fitted overlay.

transform

Character; "uniform" (default) shows empirical copula on the unit interval, "normal" transforms to standard normal scale.

plot1_style

Character; "bins" (default) draws a binned empirical layer, "scatter" draws points.

contour_bins

Integer number of contour levels for the fitted copula overlay in plot 1.

time_stratified

Logical; if TRUE, facet both plots by time pair.

by

Optional grouping variable name for stratified plots. Defaults to time-pair grouping when NULL. Use data for covariates not stored on the fitted pair object (for example gender).

data

Optional data frame used when grouping by a covariate via by.

tau_ylim

Optional numeric vector of length 2 specifying y-axis limits for Kendall's tau chart(s). If NULL (default), y-axis scales are automatic.

plot2_cuts

Integer number of quantile-based cuts used in plot 2 (default 10).

tail_thresholds

Numeric vector of lower-tail probabilities used for tail co-occurrence and conditional exceedance diagnostics.

residual_lags

Integer lags used for Rosenblatt normal-score autocorrelation diagnostics.

dashboard_ncol

Number of columns in the combined diagnostic dashboard.

plot

Logical; if TRUE, print the dashboard.

...

Additional arguments reserved for future methods.

Value

Invisibly returns a list with plot objects and summaries.