BaPreStoPro (version 0.1)

plot,est.Merton-method: Plot method for the Bayesian estimation results

Description

Plot method for the estimation results of the Merton model.

Usage

"plot"(x, par.options, style = c("chains", "acf", "density"), par2plot, reduced = FALSE, thinning, burnIn, priorMeans = TRUE, col.priorMean = 2, lty.priorMean = 1, ...)

Arguments

x

est.Merton class, created with method estimate,Merton-method

par.options

list of options for function par()

style

one out of "chains", "acf", "density"

par2plot

logical vector, which parameters to be plotted, order: $(\phi, \widetilde{\theta}, \gamma^2, \xi, N)$

reduced

logical (1), if TRUE, the chains are thinned and burn-in phase is dropped

thinning

thinning rate, if missing, the proposed one by the estimation procedure is taken

burnIn

burn-in phase, if missing, the proposed one by the estimation procedure is taken

priorMeans

logical(1), if TRUE (default), prior means are marked with a line

col.priorMean

color of the prior mean line, default 2

lty.priorMean

linetype of the prior mean line, default 1

...

optional plot parameters

Examples

model <- set.to.class("Merton", Lambda = function(t, xi) (t/xi[2])^xi[1],
parameter = list(thetaT = 0.1, phi = 0.05, gamma2 = 0.1, xi = c(3, 1/4)))
data <- simulate(model, t = seq(0, 1, by = 0.01), y0 = 0.5, plot.series = TRUE)
est <- estimate(model, t = seq(0, 1, by = 0.01), data, 1000)  # nMCMC small for example
plot(est)
plot(est, burnIn = 100, thinning = 2, reduced = TRUE)
plot(est, par.options = list(mar = c(5, 4.5, 4, 2) + 0.1, mfrow = c(2, 3)), xlab = "iteration")
# plot only for phi and xi ...
plot(est, style = "acf", main = "", par2plot = c(TRUE, FALSE, FALSE, TRUE, TRUE))
plot(est, style = "density", lwd = 2, priorMean = FALSE)
plot(est, style = "density", col.priorMean = 1, lty.priorMean = 2, main = "posterior")
plot(est, style = "acf", par.options = list(), par2plot = c(TRUE, rep(FALSE, 4)), main = "")