plot_sizer_map

Plots SiZer map from the test results of the multiscale testing procedure.

Performs a multiscale analysis of a nonparametric
regression or nonparametric regressions with time series errors. In case
of one regression, with the help of this package it is possible to detect
the regions where the trend function is increasing or decreasing.
In case of multiple regressions, the test identifies regions where
the trend functions are different from each other. See
Khismatullina and Vogt (2020) <doi:10.1111/rssb.12347>,
Khismatullina and Vogt (2022) <doi:10.48550/arXiv.2209.10841> and
Khismatullina and Vogt (2023) <doi:10.1016/j.jeconom.2021.04.010>
for more details on theory and applications.

Marina Khismatullina

MSinference

Multiscale Inference for Nonparametric Time Trend(s)

Michael Vogt

plot_sizer_map function

<dl><dt>u_grid</dt>
<dd>Vector of location points in the unit interval \([0,1]\).</dd>
<dt>h_grid</dt>
<dd>Vector of bandwidths from \((0,0.5)\).</dd>
<dt>test_results</dt>
<dd>Matrix of test results created by
<code>multiscale_test</code>.</dd>
<dt>plot_title</dt>
<dd>Title of the plot. Default is NA and no title is written.</dd>
<dt>greyscale</dt>
<dd>Whether SiZer map is plotted in grey scale.
Default is FALSE.</dd>
<dt>...</dt>
<dd>Any further options to be passed to the image function.</dd></dl>

Arguments

Plots SiZer map from the test results of the multiscale testing procedure. — plot_sizer_map

<dl>

<dt>u_grid</dt>
<dd>Vector of location points in the unit interval \([0,1]\).</dd>


<dt>h_grid</dt>
<dd>Vector of bandwidths from \((0,0.5)\).</dd>


<dt>test_results</dt>
<dd>Matrix of test results created by
<code>multiscale_test</code>.</dd>


<dt>plot_title</dt>
<dd>Title of the plot. Default is NA and no title is written.</dd>


<dt>greyscale</dt>
<dd>Whether SiZer map is plotted in grey scale.
Default is FALSE.</dd>


<dt>...</dt>
<dd>Any further options to be passed to the image function.</dd>

</dl>

plot_sizer_map: Plots SiZer map from the test results of the multiscale testing procedure.

Description

Usage

Value

Arguments