factorstochvol (version 0.8.1)

corimageplot: Plot correlation matrices for certain points in time

Description

corimageplot plots the model-implied correlation matrices for one or several points in time.

Usage

corimageplot(x, these = seq_len(nrow(x$y)), order = "original", plotdatedist = 0, plotCI = "n", date.cex = 1.5, col = NULL, fsvsimobj = NULL, plottype = "corrplot", ...)

Arguments

x

Object of class 'fsvdraws', usually resulting from a call to fsvsample.

these

Index vector containing the time points to plot. Defaults to seq_len(nrow(x$y)).

order

String, where 'none' and 'original' indicate not to mess with the series ordering. Other keywords (e.g. 'hclust') will be forwarded to corrMatOrder.

plotdatedist

Numerical value indicating where the dates should be plotted.

plotCI

String. If not equal to 'n', posterior credible regions are added (posterior mean +/- 2 posterior sd). Ignored if plottype is "imageplot".

date.cex

Size multiplier for the dates.

col

Color palette or NULL (the default).

fsvsimobj

To indicate data generating values in case of simulated data, pass an object of type fsvsim (usually the result of a call to fsvsim).

plottype

Indicates which type of plot should be drawn. Can be "corrplot" for corrplot (recommended for up to around 20 series), or "imageplot" for a simpler image plot.

...

Additional parameters will be passed on to corrplot. Ignored if plottype is "imageplot".

Value

Returns x invisibly.

See Also

Other plotting: comtimeplot, corplot, cortimeplot, facloadcredplot, facloaddensplot, facloadpairplot, facloadpointplot, facloadtraceplot, logvartimeplot, paratraceplot, plot.fsvdraws, voltimeplot