plot.mcmc.tvp plots empirical posterior quantiles for a time-varying parameter.
# S3 method for mcmc.tvp
plot(
x,
probs = c(0.025, 0.25, 0.75, 0.975),
shaded = TRUE,
quantlines = FALSE,
shadecol = "skyblue",
shadealpha = 0.5,
quantlty = 2,
quantcol = "black",
quantlwd = 0.5,
drawzero = TRUE,
zerolty = 2,
zerolwd = 1,
zerocol = "grey",
...
)Called for its side effects and returns invisibly.
mcmc.tvp object
vector of boundaries for credible intervals to plot for each point in time, with values in [0,1].
The largest and smallest value form the outermost credible interval, the second smallest and second largest the second outermost and so forth.
The default value is c(0.025, 0.25, 0.75, 0.975). Note that there have to be the same number of probs
< 0.5 as there are > 0.5.
single logical value or a vector of logical values, indicating whether or not to shade the area between the pointwise
credible intervals. If a vector is given, the first value given is used to determine if the area between the outermost credible interval
is shaded, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the
number of quantile pairs. The default value is TRUE.
single logical value or a vector of logical values, indicating whether or not to draw borders along the pointwise
credible intervals. If a vector is given, the first value given is used to determine whether the outermost credible interval
is marked by lines, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the
number of credible intervals. The default value is FALSE.
single character string or a vector of character strings. Determines the color of the shaded areas that represent
the credible intervals. If a vector is given, the first color given is used for the outermost area,
the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number
of shaded areas. Has no effect if shaded = FALSE. The default value is "skyblue".
real number between 0 and 1 or a vector of real numbers between 0 and 1.
Determines the level of transparency of the shaded areas that represent
the credible intervals. If a vector is given, the first value
given is used for the outermost area, the second for the second outermost and so forth. Recycled in the usual fashion
if the vector is shorter than the number of shaded areas. Has no effect if shaded = FALSE.
The default value is 0.5.
either a single integer in [0,6] or one of the character strings "blank",
"solid", "dashed", "dotted", "dotdash", "longdash", "twodash" or a vector containing these. Determines the line type of the borders
drawn around the shaded areas that represent the credible intervals. Note that if a vector is supplied the elements have to either
be all integers or all character strings. If a vector is given, the first value given is used for the outermost area, the second for
the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of shaded areas.
Has no effect if quantlines = FALSE. The default value is 2.
single character string or a vector of character strings. Determines the color of the borders drawn around the shaded
areas that represent the credible intervals. If a vector is given, the first color given is used for borders of the outermost area,
the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number
of shaded areas. Has no effect if quantlines = FALSE. The default value is "black".
single real, positive number or a vector of real, positive numbers. Determines the line width of the borders
drawn around the shaded areas that represent the credible intervals. If a vector is given, the first number given is used for
the borders of the outermost area, the second for the second outermost and so forth. Recycled in the usual fashion if the vector
is shorter than the number of shaded areas. Has no effect if quantlines = FALSE. The default value is 0.5.
single logical value determining whether to draw a horizontal line at zero or not. The default value is TRUE.
single integer in [0,6] or one of the character strings "blank",
"solid", "dashed", "dotted", "dotdash", "longdash", "twodash". Determines the line type of the horizontal line at zero. Has no effect
if drawzero = FALSE. The default value is 2.
single real, positive number. Determines the line width of the horizontal line at zero. Has no effect
if drawzero = FALSE. The default value is 1.
single character string. Determines the color of the horizontal line at zero. Has no effect if drawzero = FALSE.
The default value is "grey".
further arguments to be passed to plot.
Peter Knaus peter.knaus@wu.ac.at
Other plotting functions:
plot.shrinkTVP_forc(),
plot.shrinkTVP()
# \donttest{
set.seed(123)
sim <- simTVP(theta = c(0.2, 0, 0), beta_mean = c(1.5, -0.3, 0))
data <- sim$data
res <- shrinkTVP(y ~ x1 + x2, data)
plot(res$beta$beta_x1)
# }
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