KFAS (version 1.2.5)

plot.SSModel: Diagnostic Plots of State Space Models

Description

Diagnostic plots based on standardized residuals for objects of class SSModel.

Usage

"plot"(x, nsim = 0, ...)

Arguments

x

Object of class SSModel.

nsim

The number of independent samples used in importance sampling. Only used for non-Gaussian model. Default is 0, which computes the approximating Gaussian model by approxSSM and performs the usual Gaussian filtering/smoothing so that the smoothed state estimates equals to the conditional mode of $p(\alpha[t]|y)$. In case of nsim = 0, the mean estimates and their variances are computed using the Delta method (ignoring the covariance terms).

...

Ignored.

Examples

modelNile <- SSModel(Nile ~ SSMtrend(1, Q = list(matrix(NA))), H = matrix(NA))
modelNile <- fitSSM(inits = c(log(var(Nile)),log(var(Nile))), model = modelNile,
 method = "BFGS")$model

if (interactive()) {
  plot(modelNile)
}