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R/graphEstim.R
In GenHMM1d: Goodness-of-Fit for Univariate Hidden Markov Models
Defines functions
graphEstim
Documented in
graphEstim
#'@title Graphs
#'
#'@description This function shows the graphs resulting from the estimation of a HMM model
#'
#'@param y observations
#'@param reg number of regimes
#'@param theta estimated parameters; (r x p)
#'@param family distribution name; run the function distributions() for help
#'@param pred_l estimated regime using lambda
#'@param pred_e estimated regime using eta
#'
#'@return No returned value; produces figures of interest for the HMM model
#'
#'
#'@export
#'
graphEstim<-function(y, reg, theta, family, pred_l, pred_e){
ninit=100 #minimum number of iterations
n = length(y)
dd1 = data.frame("observations" = y)
dd1$pred_l = as.factor(pred_l)
dd1$pred_e = as.factor(pred_e)
f = matrix(0, nrow = length(y), ncol = reg)
for (j in 1:reg){
f[,j] = PDF(family, y, theta[j,])
}
if (reg==1){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$index = c(1:length(y))
} else if (reg==2){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$index = c(1:length(y))
} else if (reg==3){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$index = c(1:length(y))
} else if (reg==4){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$index = c(1:length(y))
} else if (reg==5){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$index = c(1:length(y))
} else if (reg==6){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$index = c(1:length(y))
} else if (reg==7){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$index = c(1:length(y))
} else if (reg==8){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$index = c(1:length(y))
} else if (reg==9){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$index = c(1:length(y))
} else if (reg==10){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$index = c(1:length(y))
} else if (reg==11){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$index = c(1:length(y))
} else if (reg==12){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$index = c(1:length(y))
} else if (reg==13){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$index = c(1:length(y))
} else if (reg==14){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$regime14 = f[,14]
dd1$index = c(1:length(y))
} else if (reg==15){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$regime14 = f[,14]
dd1$regime15 = f[,15]
dd1$index = c(1:length(y))
} else if (reg==16){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$regime14 = f[,14]
dd1$regime15 = f[,15]
dd1$regime16 = f[,16]
dd1$index = c(1:length(y))
}
if (reg==1){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = "darkblue")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==2){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red')) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==3){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==4){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==5){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==6){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==7){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==8){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==9){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==10){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==11){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==12){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==13){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==14){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime14, color="regime 14"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2",
"regime 14" = "lightpink2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==15){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime14, color="regime 14"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime15, color="regime 15"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2",
"regime 14" = "lightpink2",
"regime 15" = "lightsalmon2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==16){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime14, color="regime 14"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime15, color="regime 15"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime16, color="regime 16"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2",
"regime 14" = "lightpink2",
"regime 15" = "lightsalmon2",
"regime 16" = "rosybrown2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
}
print(b)
c = ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y=dd1$observations, color=pred_e)) +
ggplot2::geom_point(size=2) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ eta ), x="index" )
print(c)
d = ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y=dd1$observations, color=pred_l)) +
ggplot2::geom_point(size=2) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ lambda ), x="index" )
print(d)
print(ggplot2::ggplot(dd1, ggplot2::aes(pred_e, dd1$observations, color=pred_e)) +
ggplot2::geom_boxplot() +
ggplot2::geom_jitter(shape=16, position=ggplot2::position_jitter(0.2)) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ eta ), x="regimes" )
)
print(ggplot2::ggplot(dd1, ggplot2::aes(pred_l, dd1$observations, color=pred_l)) +
ggplot2::geom_boxplot() +
ggplot2::geom_jitter(shape=16, position=ggplot2::position_jitter(0.2)) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ lambda ), x="regimes")
)
print(ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y = pred_e, color = pred_e)) +
ggplot2::geom_point() +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ eta ), x="index", y="regimes")
)
print(ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y = pred_l, color = pred_l)) +
ggplot2::geom_point() +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ lambda ), x="index", y="regimes")
)
#return(1)
}
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Defines functions graphEstim
Documented in graphEstim
#'@title Graphs
#'
#'@description This function shows the graphs resulting from the estimation of a HMM model
#'
#'@param y observations
#'@param reg number of regimes
#'@param theta estimated parameters; (r x p)
#'@param family distribution name; run the function distributions() for help
#'@param pred_l estimated regime using lambda
#'@param pred_e estimated regime using eta
#'
#'@return No returned value; produces figures of interest for the HMM model
#'
#'
#'@export
#'
graphEstim<-function(y, reg, theta, family, pred_l, pred_e){
ninit=100 #minimum number of iterations
n = length(y)
dd1 = data.frame("observations" = y)
dd1$pred_l = as.factor(pred_l)
dd1$pred_e = as.factor(pred_e)
f = matrix(0, nrow = length(y), ncol = reg)
for (j in 1:reg){
f[,j] = PDF(family, y, theta[j,])
}
if (reg==1){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$index = c(1:length(y))
} else if (reg==2){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$index = c(1:length(y))
} else if (reg==3){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$index = c(1:length(y))
} else if (reg==4){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$index = c(1:length(y))
} else if (reg==5){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$index = c(1:length(y))
} else if (reg==6){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$index = c(1:length(y))
} else if (reg==7){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$index = c(1:length(y))
} else if (reg==8){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$index = c(1:length(y))
} else if (reg==9){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$index = c(1:length(y))
} else if (reg==10){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$index = c(1:length(y))
} else if (reg==11){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$index = c(1:length(y))
} else if (reg==12){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$index = c(1:length(y))
} else if (reg==13){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$index = c(1:length(y))
} else if (reg==14){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$regime14 = f[,14]
dd1$index = c(1:length(y))
} else if (reg==15){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$regime14 = f[,14]
dd1$regime15 = f[,15]
dd1$index = c(1:length(y))
} else if (reg==16){
d = stats::density(y)
dens = data.frame("kernel"= d$y)
dens$x = d$x
dd1$regime1 = f[,1]
dd1$regime2 = f[,2]
dd1$regime3 = f[,3]
dd1$regime4 = f[,4]
dd1$regime5 = f[,5]
dd1$regime6 = f[,6]
dd1$regime7 = f[,7]
dd1$regime8 = f[,8]
dd1$regime9 = f[,9]
dd1$regime10 = f[,10]
dd1$regime11 = f[,11]
dd1$regime12 = f[,12]
dd1$regime13 = f[,13]
dd1$regime14 = f[,14]
dd1$regime15 = f[,15]
dd1$regime16 = f[,16]
dd1$index = c(1:length(y))
}
if (reg==1){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = "darkblue")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==2){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red')) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==3){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==4){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==5){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==6){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==7){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==8){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==9){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==10){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==11){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==12){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==13){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==14){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime14, color="regime 14"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2",
"regime 14" = "lightpink2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==15){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime14, color="regime 14"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime15, color="regime 15"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2",
"regime 14" = "lightpink2",
"regime 15" = "lightsalmon2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
} else if (reg==16){
b = ggplot2::ggplot() +
ggplot2::geom_line(ggplot2::aes(x = dens$x, y = dens$kernel, color="kernel"), size=1.1, linetype="solid", data=dens) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime1, color="regime 1"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime2, color="regime 2"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime3, color="regime 3"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime4, color="regime 4"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime5, color="regime 5"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime6, color="regime 6"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime7, color="regime 7"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime8, color="regime 8"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime9, color="regime 9"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime10, color="regime 10"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime11, color="regime 11"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime12, color="regime 12"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime13, color="regime 13"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime14, color="regime 14"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime15, color="regime 15"), data=dd1) +
ggplot2::geom_line(ggplot2::aes(x = dd1$observations, y = dd1$regime16, color="regime 16"), data=dd1) +
ggplot2::scale_color_manual(values = c(
"kernel" = "black",
"regime 1" = 'darkblue',
"regime 2" = 'red',
"regime 3" = "orange",
"regime 4" = "darkolivegreen4",
"regime 5" = "darkorchid4",
"regime 6" = "darkmagenta",
"regime 7" = "aquamarine2",
"regime 8" = "blue3",
"regime 9" = "coral3",
"regime 10" = "burlywood3",
"regime 11" = "deepskyblue",
"regime 12" = "lightblue3",
"regime 13" = "hotpink2",
"regime 14" = "lightpink2",
"regime 15" = "lightsalmon2",
"regime 16" = "rosybrown2")) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title="Estimated densities" )
}
print(b)
c = ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y=dd1$observations, color=pred_e)) +
ggplot2::geom_point(size=2) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ eta ), x="index" )
print(c)
d = ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y=dd1$observations, color=pred_l)) +
ggplot2::geom_point(size=2) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ lambda ), x="index" )
print(d)
print(ggplot2::ggplot(dd1, ggplot2::aes(pred_e, dd1$observations, color=pred_e)) +
ggplot2::geom_boxplot() +
ggplot2::geom_jitter(shape=16, position=ggplot2::position_jitter(0.2)) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ eta ), x="regimes" )
)
print(ggplot2::ggplot(dd1, ggplot2::aes(pred_l, dd1$observations, color=pred_l)) +
ggplot2::geom_boxplot() +
ggplot2::geom_jitter(shape=16, position=ggplot2::position_jitter(0.2)) +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ lambda ), x="regimes")
)
print(ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y = pred_e, color = pred_e)) +
ggplot2::geom_point() +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ eta ), x="index", y="regimes")
)
print(ggplot2::ggplot(dd1, ggplot2::aes(x = dd1$index, y = pred_l, color = pred_l)) +
ggplot2::geom_point() +
ggplot2::theme(panel.grid = ggplot2::element_blank(),
panel.background = ggplot2::element_rect(fill = "white"),
panel.border = ggplot2::element_rect(colour = "black", fill = NA, size = 0.2),
legend.position = c(.02, .95),
legend.justification = c("left", "top"),
legend.margin = ggplot2::margin(6, 6, 6, 6),
legend.box.background = ggplot2::element_rect(color="black", size=1),
legend.box.margin= ggplot2::margin(1, 1, 1, 1),
legend.title = ggplot2::element_blank(),
plot.title = ggplot2::element_text(hjust = 0.5)) +
ggplot2::labs(title=bquote("Most likely regime of each observation using" ~ lambda ), x="index", y="regimes")
)
#return(1)
}
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