shrinkTVPVAR (version 0.1.1)

plot.shrinkTVPVAR_forc: Graphical summary of posterior predictive density for TVP-VAR-SV model

Description

plot.shrinkTVPVAR_forc generates plots visualizing the posterior predictive density generated by forecast_shrinkTVPVAR.

Usage

# S3 method for shrinkTVPVAR_forc
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_forc 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

See Also

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

Examples

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

res <- shrinkTVPVAR(data, p = 2)
forc <- forecast_shrinkTVPVAR(res, n.ahead = 2)

plot(forc)
# }