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shrinkTVPVAR (version 0.1.1)

plot.shrinkTVPVAR_fit: Graphical summary of posterior distribution of fitted values for TVP-VAR model

Description

plot.shrinkTVPVAR_fit generates plots visualizing the posterior distribution of fitted values of a model generated by a call to shrinkTVPVAR.

Usage

# S3 method for shrinkTVPVAR_fit
plot(x, nplot = 3, h_borders = c(0.05, 0.05), w_borders = c(0.02, 0.02), ...)

Value

Called for its side effects and returns invisibly.

Arguments

x

a shrinkTVPVAR_fit object.

nplot

single integer value, determining the number of plots (i.e. number of equations to visualize at once) to be generated. The default value is 3.

h_borders

numeric vector of length 2, determining the horizontal borders of the plot. The first value is the space between the plot and the left border, the second value is the space between the plot and the right border. Both are fractions of the total width of the plot. The default value is c(0.05, 0.05).

w_borders

numeric vector of length 2, determining the vertical borders of the plot. The first value is the space between the plot and the top border, the second value is the space between the plot and the bottom border. Both are fractions of the total height of the plot. The default value is c(0.02, 0.02).

...

further arguments to be passed to plot.

Author

Peter Knaus peter.knaus@wu.ac.at

See Also

Other plotting functions: TV_heatmap(), density_plotter(), plot.mcmc.tvp.var(), plot.mcmc.var(), plot.shrinkTVPVAR(), plot.shrinkTVPVAR_forc(), state_plotter()

Examples

Run this code
# \donttest{
set.seed(123)
sim <- simTVPVAR(p = 2)
data <- sim$data

res <- shrinkTVPVAR(data, p = 2)
fit <- fitted(res)
plot(fit)
# }

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