distribution.coefEstEval: Plot distribution of estimates

In EvalEst: Dynamic Systems Estimation - Extensions

Description

Plot distribution of estimates.

Usage

     ## S3 method for class 'coefEstEval'
distribution(obj, ...,  Sort=FALSE, bandwidth=0.2,
	graphs.per.page=5)
     ## S3 method for class 'rootsEstEval'
distribution(obj, ..., mod=TRUE, invert=FALSE, Sort=FALSE,
        bandwidth=0.2, select=NULL)

Arguments

obj	an object as returned by EstEval.
Sort	if Sort is true then sort is applied. This helps (a bit) with estimation methods like black.box which may not return parameters of the same length or in the same order.
bandwidth	passed to density or ksmooth.
graphs.per.page	integer indicating number of graphs to place on a page.
...	other objects to be plotted (not working for some methods).
invert	logical indicating if the inverse of roots should be plotted
mod	logical indicating if the modulus of roots should be plotted
select	integer vector indicating roots to be plotted. If select is not NULL then roots are sorted by magnitude and only the indicated roots are plotted. For example, select=c(1,2) will plot only the two largest roots.

Details

ksmooth is applied if available to get a smoothed estimate of the distribution of the estimates. If ksmooth is not available then density is applied if it is available.

Value

None

See Also

EstEval

Examples

data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(TSdata(output=outputData(eg1.DSE.data.diff)), max.lag=2)
# now use this as the true model
z <-  EstEval(model, 
    estimation="estVARXls", estimation.args=list(max.lag=2))
distribution(z) 
tfplot(z)

Example output

Loading required package: tfplot
Loading required package: tframe
Loading required package: dse

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

Calculating  100  estimates.

EvalEst documentation built on March 3, 2021, 1:14 a.m.