plot-est.mixedDiffusion-method: Plot method for the Bayesian estimation results

In BaPreStoPro: Bayesian Prediction of Stochastic Processes

Description

Plot method for the estimation results of the hierarchical (mixed) diffusion model.

Usage

## S4 method for signature 'est.mixedDiffusion'
plot(x, par.options, style = c("chains", "acf",
  "density", "int.phi"), par2plot, reduced = FALSE, thinning, burnIn,
  priorMeans = TRUE, col.priorMean = 2, lty.priorMean = 1, level = 0.05,
  phi, ...)

Arguments

x	est.mixedDiffusion class, created with method estimate,mixedDiffusion-method
par.options	list of options for function par()
style	one out of "chains", "acf", "density", "int.phi"
par2plot	logical vector, which parameters to be plotted, order: (μ, Ω, γ^2)
reduced	logical (1), if TRUE, the chains are thinned and burn-in phase is dropped
thinning	thinning rate, if missing, the proposed one by the estimation procedure is taken
burnIn	burn-in phase, if missing, the proposed one by the estimation procedure is taken
priorMeans	logical(1), if TRUE (default), prior means are marked with a line
col.priorMean	color of the prior mean line, default 2
lty.priorMean	linetype of the prior mean line, default 1
level	level for style = "int.phi"
phi	in the case of simulation study: known values for phi
...	optional plot parameters

Examples

mu <- c(10, 3, 1); Omega = c(1, 0.4, 0.01)
phi <- sapply(1:3, function(i) rnorm(20, mu[i], sqrt(Omega[i])))
model <- set.to.class("mixedDiffusion", b.fun = function(phi, t, y) phi[1]-phi[2]*y,
    parameter = list(mu = mu, Omega = Omega, phi = phi, gamma2 = 0.1),
    y0 = function(phi, t) phi[3], sT.fun = function(t, x) sqrt(abs(x)))
data <- simulate(model, t = seq(0, 1, by = 0.02), plot.series = TRUE)
est <- estimate(model, t = seq(0, 1, by = 0.02), data, 100)  # nMCMC small for example
plot(est, burnIn = 10, thinning = 2, reduced = TRUE)
plot(est, par.options = list(mar = c(5, 4.5, 4, 2) + 0.1, mfrow = c(2,1)), xlab = "iteration")
plot(est, style = "acf", main = "")
plot(est, style = "density", lwd = 2, priorMean = FALSE)
plot(est, style = "density", col.priorMean = 1, lty.priorMean = 2, main = "posterior")
plot(est, style = "acf", par.options = list(), main = "", par2plot = c(rep(FALSE, 6), TRUE))
plot(est, style = "int.phi", phi = phi, par2plot = c(TRUE, FALSE, FALSE))

BaPreStoPro documentation built on May 2, 2019, 3:34 p.m.