comtimeplot

Object of class <code>'fsvdraws'</code>, usually resulting from a call
to <code><a rd-options="" href="/link/fsvsample?package=factorstochvol&version=0.8.1" data-mini-rdoc="factorstochvol::fsvsample">fsvsample</a></code>.

Object of class <code>'fsvsim'</code> (or <code>NULL</code>), usually
resulting from a call to <code><a rd-options="" href="/link/fsvsim?package=factorstochvol&version=0.8.1" data-mini-rdoc="factorstochvol::fsvsim">fsvsim</a></code>. Defaults to <code>NULL</code>.

fsvsimobj

Indicator whether to show joint (<code>'joint'</code>), series-specific
(<code>'series'</code>), or both (<code>'both'</code>) communalities.

show

Single positive integer denoting the maximum number of series
in each plot. Defaults to 5.

maxrows

Vector of length two denoting the range of the horizontal axis.
Defaults to 1.

ylim


<code>comtimeplot</code> plots the communalities over time, i.e. the
series-specific proportion of variance explained through the common factors.


Markov chain Monte Carlo (MCMC) sampler for fully Bayesian
estimation of latent factor stochastic volatility models.
Sparsity can be achieved through the usage of Normal-Gamma priors
on the factor loading matrix.

Gregor Kastner

factorstochvol

Bayesian Estimation of (Sparse) Latent Factor Stochastic
Volatility Models

comtimeplot function

Object of class <code>'fsvdraws'</code>, usually resulting from a call
to <code><a rd-options='' href='fsvsample'>fsvsample</a></code>.

Object of class <code>'fsvsim'</code> (or <code>NULL</code>), usually
resulting from a call to <code><a rd-options='' href='fsvsim'>fsvsim</a></code>. Defaults to <code>NULL</code>.

comtimeplot: Plot comunalities over time.

Description

Usage

Arguments

Value

Details

See Also