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factorstochvol (version 1.1.0)

voltimeplot: Plot series-specific volatilities over time.

Description

voltimeplot plots the marginal volatilities over time, i.e. the series-specific conditional standard deviations. If these haven't been stored during sampling (because runningstore has been set too low), voltimeplot throws a warning.

Usage

voltimeplot(x, these = seq_len(nrow(x$y)), legend = "topright", ...)

Value

Returns x invisibly.

Arguments

x

Object of class 'fsvdraws', usually resulting from a call to fsvsample.

these

Index vector containing the time points to plot. Defaults to seq_len(nrow(x$y)), i.e., all timepoints.

legend

Where to position the legend. If set to NULL, labels will be put directly next to the series. Defaults to "topright".

...

Additional parameters will be passed on to ts.plot.

See Also

Other plotting: comtimeplot(), corimageplot(), corplot(), cortimeplot(), evdiag(), facloadcredplot(), facloaddensplot(), facloadpairplot(), facloadpointplot(), facloadtraceplot(), logvartimeplot(), paratraceplot(), plot.fsvdraws(), plotalot()