[R-SIG-Finance] 3-D graphing in quantile curve

[Rob Hyndman]

One solution is to use coplot() which is a wonderful, but underused, function in 
R/S+.

Another possibility is try the function plot.cde() in the hdrcde package. This 
is designed for plotting conditional density estimates. But it could probably be 
fooled into plotting conditional quantile estimates without too much difficulty. 
It will handle one or two conditioning variables. The plots are either stacked 
densities or highest density region strips.

Or you could try persp(), image(), contour(), etc.

Best wishes,
Rob



Xiaochen Sun wrote:
> Dear list, 
> 
> I have a problem on my research project. I have three time series data, u1, u2 and v, I get the conditional distribution F1(u2|u1)and F2(v|u1) first, then produce the quantile curve by using formula: y = qgev(pnorm(rho*qnormF1(u2|u1)+sqrt(1-rho^2)*qnorm(P))),xi,mu,sigma)
> P,here is the different quantile: 0.05,0.1,0.5,0.9,0.95.
> 
> I wonder how could I produce 3-dimentional graph?
> 
> I have tried scatterplot3d(u1,u2,y), any other method?
> 
> Appreciate for any reply.
> 
> Thanks
> Mc
> 
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

-- 
__________________________________________________
Professor Rob J Hyndman
Department of Econometrics & Business Statistics,
Monash University, VIC 3800, Australia
http://www.robhyndman.info/