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stochvol (version 1.3.3)

paratraceplot: Trace Plot of MCMC Draws from the Parameter Posteriors

Description

Displays a plot of iterations vs. sampled values the parameters mu, phi, sigma (and potentially nu), with a separate plot per variable.

Usage

paratraceplot(x, mar = c(1.9, 1.9, 1.9, 0.5), mgp = c(2, 0.6, 0), simobj = NULL, ...)

Arguments

x

svdraws object.

mar

numerical vector of length 4, indicating the plot margins. See par for details. The default value is c(1.9, 1.9, 1.9, 0.5), which is slightly smaller than the R-defaults.

mgp

numerical vector of length 3, indicating the axis and label positions. See par for details. The default value is c(2, 0.6, 0), which is slightly smaller than the R-defaults.

simobj

object of class svsim as returned by the SV simulation function svsim. If provided, ``true'' data generating values will be added to the plots.

further arguments are passed on to the invoked matplot function.

Value

Called for its side effects. Returns argument x invisibly.

Details

paratraceplot is modeled after traceplot in the coda package, with very minor modifications.

See Also

paradensplot, volplot, plot.svdraws