dse (version 2007.7-1)

distribution.MonteCarloSimulations: Generate distribution plots of Monte Carlo simulations

Description

Generate distribution plots of Monte Carlo simulations.

Usage

## S3 method for class 'MonteCarloSimulations':
distribution(obj,
        series=seq(dim(obj$simulations)[2]),
        x.sections=TRUE, periods=1:3, graphs.per.page=5, ...)

Arguments

obj

The result of MonteCarloSimulations.

series

The series which should be plotted. The default gives all series.

x.sections

If TRUE then kernel density estimates are plotted for periods indicated by periods. If FALSE then a time series plots of the mean and estimates 1 and 2 standard deviations from the mean. Periods is ignored if x.sections is FALSE.

periods

The periods at which the distribution should be calculated and plotted. The default gives the first three.

graphs.per.page

integer indicating number of graphs to place on a page.

...

(further arguments, currently disregarded).

Value

• None

concept

DSE

Details

Kernel estimates of the densities (series by series, not joint densities) are estimated using ksmooth (if available) or density (if available) to produces density plots. Output graphics can be paused between pages by setting par(ask=TRUE).

See Also

tfplot.MonteCarloSimulations

Examples

data("eg1.DSE.data.diff", package="dse1")
model <- estVARXls(eg1.DSE.data.diff)
z <-  MonteCarloSimulations(model)
distribution(z)