plot-methods: Plot of a Gamma Shape Mixture Model

In GSM: Gamma Shape Mixture

Description

plot method for class "gsm". This function plots the output of a Gamma Shape Mixture estimation procedure.

Usage

## S4 method for signature 'gsm,missing'
plot(x, ndens = 5, xlab = "x", ylab = "density", nbin = 10,
		histogram = FALSE, bands = FALSE, confid = .95, start = 1, ...)

Arguments

x	object of class "gsm"; a list returned by the estim.gsm or estim.gsm_theta functions.
ndens	number of simulated density curves to plot.
xlab	a title for the x axis.
ylab	a title for the y axis.
nbin	number of bins for the histogram.
histogram	logical; if TRUE the histogram is plotted on the figure.
bands	logical; if TRUE the 95% credibility bands are overimposed on the density graph.
confid	confidence level for the pointwise credibility bands around the density estimate.
start	MCMC run to start from.
...	further arguments passed to or from other methods.

Details

To produce a standard histogram with the estimated density curve superimposed on it, simply set ndens to 0 and histogram to TRUE.

Value

List with the following components:

xval	horizontal coordinates.
yval	vertical coordinates (pointwise density posterior means).

Author(s)

Sergio Venturini [e-mail]

References

Venturini, S., Dominici, F. and Parmigiani, G. (2008), "Gamma shape mixtures for heavy-tailed distributions". Annals of Applied Statistics, Volume 2, Number 2, 756–776. http://projecteuclid.org/euclid.aoas/1215118537

See Also

estim.gsm, estim.gsm_theta, summary-methods, predict-methods.

Examples

set.seed(2040)
y <- rgsm(500, c(.1, .3, .4, .2), 1)
burnin <- 5
mcmcsim <- 10
J <- 250
gsm.out <- estim.gsm(y, J, 300, burnin + mcmcsim, 6500, 340, 1/J)
par(mfrow = c(3, 2))
plot(gsm.out)
plot(gsm.out, ndens = 0, nbin = 20, start = (burnin + 1))
plot(gsm.out, ndens = 0, nbin = 20, histogram = TRUE, start = (burnin + 1))
plot(gsm.out, ndens = 0, nbin = 20, histogram = TRUE, bands = TRUE, start = (burnin + 1))
plot(gsm.out, ndens = 5, nbin = 20, histogram = TRUE, bands = TRUE, start = (burnin + 1))
plot(gsm.out, ndens = 0, nbin = 20, bands = TRUE, start = (burnin + 1))

Example output

Loading required package: gtools
Package GSM (1.3.2) loaded.
To cite, see citation("GSM")

GSM documentation built on May 1, 2019, 8:02 p.m.