exdqlm (version 0.1.3)

exdqlmPlot: Plot exDQLM

Description

The function plots the MAP estimates and 95% credible intervals (CrIs) of the dynamic quantile of an exDQLM.

Usage

exdqlmPlot(y, m1, add = FALSE, col = "purple", cr.percent = 0.95)

Value

A list of the following is returned:

• map.quant - MAP estimate of the dynamic quantile.

• lb.quant - Lower bound of the 95% CrIs of the dynamic quantile.

• ub.quant - Upper bound of the 95% CrIs of the dynamic quantile.

Arguments

y

A univariate time-series.

m1

An object of class "exdqlm".

add

If TRUE, the dynamic quantile will be added to existing plot.

col

Color of dynamic quantile to be plotted. Default is purple.

cr.percent

Percentage used in the calculation of the credible intervals.

Examples

# \donttest{
y = scIVTmag[1:100]
model = polytrendMod(1,quantile(y,0.85),10)
M0 = exdqlmISVB(y,p0=0.85,model,df=c(0.98),dim.df = c(1),
                   gam.init=-3.5,sig.init=15)
exdqlmPlot(y,M0,col="blue")
# }