paratraceplot

paratraceplot.fsvdraws

<code>paratraceplot</code> draws trace plots of all parameters (<code>mu, phi,
sigma</code>). Can be an important tool to check MCMC convergence if inference
about (certain) parameters is sought.

Markov chain Monte Carlo (MCMC) sampler for fully Bayesian estimation of latent factor stochastic volatility models with interweaving <doi:10.1080/10618600.2017.1322091>. Sparsity can be achieved through the usage of Normal-Gamma priors on the factor loading matrix <doi:10.1016/j.jeconom.2018.11.007>.

Gregor Kastner

factorstochvol

Bayesian Estimation of (Sparse) Latent Factor Stochastic
Volatility Models

Darjus Hosszejni

Luis Gruber

paratraceplot function

<dl><dt>x</dt>
<dd>Object of class <code>'fsvdraws'</code>, usually resulting from a call
to <code>fsvsample</code>.</dd>
<dt>fsvsimobj</dt>
<dd>To indicate data generating values in case of simulated
data, pass an object of type <code>fsvsim</code> (usually the result of a
call to <code>fsvsim</code>).</dd>
<dt>thinning</dt>
<dd>Plot every <code>thinning</code>th draw.</dd>
<dt>maxrows</dt>
<dd>Indicates the maximum number of rows to be drawn per page.</dd>
<dt>...</dt>
<dd>Ignored.</dd></dl>

Arguments

Trace plots of parameter draws. — paratraceplot

<dl>

<dt>x</dt>
<dd>Object of class <code>'fsvdraws'</code>, usually resulting from a call
to <code>fsvsample</code>.</dd>


<dt>fsvsimobj</dt>
<dd>To indicate data generating values in case of simulated
data, pass an object of type <code>fsvsim</code> (usually the result of a
call to <code>fsvsim</code>).</dd>


<dt>thinning</dt>
<dd>Plot every <code>thinning</code>th draw.</dd>


<dt>maxrows</dt>
<dd>Indicates the maximum number of rows to be drawn per page.</dd>


<dt>...</dt>
<dd>Ignored.</dd>

</dl>

paratraceplot: Trace plots of parameter draws.

Description

Usage

Value

Arguments

See Also