fHMM (version 1.4.2)

plot.fHMM_model: Plot method for an object of class fHMM_model

Description

This function is the plot method for an object of class fHMM_model.

Usage

# S3 method for fHMM_model
plot(
  x,
  plot_type = "ts",
  events = NULL,
  colors = NULL,
  ll_relative = TRUE,
  title = NULL,
  from = NULL,
  to = NULL,
  ...
)

Value

No return value. Draws a plot to the current device.

Arguments

x

An object of class fHMM_model.

plot_type

A character (vector), specifying the type of plot and can be one (or more) of

• "ll" for a visualization of the likelihood values in the different optimization runs,

• "sdds" for a visualization of the estimated state-dependent distributions,

• "pr" for a visualization of the model's (pseudo-) residuals,

• "ts" for a visualization of the financial time series.

events

An object of class fHMM_events.

colors

Either NULL (default) or a character vector of color names or hexadecimal RGB triplets.

ll_relative

A logical, set to TRUE (default) to plot the differences from the best log-likelihood value. Set to FALSE to plot the absolute values.

title

Optionally a character for a custom title.

from

Optionally a character, a date in format "YYYY-MM-DD", setting the lower date bound for plotting. By default, from = NULL, i.e. no lower bound.

to

Optionally a character, a date in format "YYYY-MM-DD", setting the upper date bound for plotting. By default, to = NULL, i.e. no upper bound.

...

Currently not used.