fDMA (version 2.2.8)

plot.grid.dma: Plots Selected Outcomes from grid.DMA Function.

Description

The function plots selected outcomes from grid.DMA.

Usage

# S3 method for grid.dma
plot(x,non.interactive=NULL, ...)

Value

Called for making a plot.

Arguments

x

an object of grid.dma class

non.interactive

optional, logical, indicate whether plots should be made in non-interactive mode, by default non.interactive=FALSE, i.e., the user specifies in the interactive menu which plots will be made

...

not used

Details

If x comes from estimation of Dynamic Model Averaging (DMA), after executing the command, the User is asked to choose

1 - for plotting Root Mean Squared Error (RMSE) for all estimated models,

2 - for plotting Mean Absolute Error (MAE) for all estimated models,

3 - for plotting posterior inclusion probabilities (including constant) for all estimated models, the outcomes are saved in separate png files in the temporary directory, and additionally, plots for different variables are collected into one big plot (also saved as a png file in the temporary directory),

4 - for plotting expected coefficients (including constant) for all estimated models, the outcomes are saved in separate png files in the temporary directory, and additionally, plots for different variables are collected into one big plot (also saved as a png file in the temporary directory).

Chosing 0 exits the plot command.

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If x comes from estimation of Dynamic Model Selection (DMS) or Median Probability Model (MED), after executing the command, the User is asked to choose

1 - for plotting Root Mean Squared Error (RMSE) for all estimated models,

2 - for plotting Mean Absolute Error (MAE) for all estimated models,

3 - for plotting expected coefficients (including constant) for all estimated models, the outcomes are saved in separate png files in the temporary directory, and additionally, plots for different variables are collected into one big plot (also saved as a png file in the temporary directory).

Chosing 0 exits the plot command.

If non.interactive=TRUE all the above plots are made.

Examples

# \donttest{
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100
gra <- c(0.99,0.98,0.97)
grl <- c(0.99,0.95)

g1 <- grid.DMA(y=ld.wti,x=ld.drivers,grid.alpha=gra,grid.lambda=grl,initvar=1)
g2 <- grid.DMA(y=ld.wti,x=ld.drivers,grid.alpha=gra,grid.lambda=grl,initvar=1,model="dms")

# graphics.off()
plot(g1,non.interactive=TRUE)
# graphics.off()
plot(g2,non.interactive=TRUE)
# }