factorstochvol (version 0.8.1)

corplot: Plots pairwise correlations over time

Description

corplot gives an overview of (certain) pairwise correlations. Throws a warning if these haven't been stored during sampling.

Usage

corplot(x, fsvsimobj = NULL, these = 1:(ncol(x$y) * (ncol(x$y) - 1)/2), start = 1, end = nrow(x$y), maxrows = 10, ...)

Arguments

x

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

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).

these

Indicator which correlations should be plotted. Default is all.

start

First point in time to plot.

end

Last point in time to plot.

maxrows

The maximum number of rows per page.

...

Other arguments will be passed on to ts.plot.

Value

Returns x invisibly.

See Also

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