covmat (version 1.0)

plot.isdcc: Implied State plot

Description

Implied State plot

Usage

"plot"(x, y = c(1, 2), ...)

Arguments

x

model of the type isdcc obtained by fitting an IS-DCC model to the data

y

type of plot. takes values 1/2. 1 = Implied States, 2 = Smoothed Proabability

...

additional arguments unused

Details

Plot implied states using the fitted Independent Switching DCC model

Examples

## Not run: 
#  data("largereturn")
#  model <- isdccfit(largesymdata, numRegimes=2)
#  plot(model)
# ## End(Not run)