ESGtoolkit (version 0.2.0)

esgplotts: Plot time series objects

Description

This function plots outputs from simdiff.

Usage

esgplotts(x)

Arguments

x

a time series object, an output from simdiff.

Details

For a large number of simulations, it's preferable to use esgplotbands for a synthetic view by percentiles.

References

H. Wickham (2009), ggplot2: elegant graphics for data analysis. Springer New York.

See Also

simdiff, esgplotbands

Examples

# NOT RUN {
kappa <- 1.5
V0 <- theta <- 0.04
sigma <- 0.2
theta1 <- kappa*theta
theta2 <- kappa
theta3 <- sigma
x <- simdiff(n = 10, horizon = 5, frequency = "quart",  
model = "OU", 
x0 = V0, theta1 = theta1, theta2 = theta2, theta3 = theta3)

esgplotts(x)

# }