plotChangepoint: Posterior Density of Regime Change Plot

In MCMCpack: Markov Chain Monte Carlo (MCMC) Package

Posterior Density of Regime Change Plot

Description

Plot the posterior density of regime change.

Usage

plotChangepoint(
  mcmcout,
  main = "Posterior Density of Regime Change Probabilities",
  xlab = "Time",
  ylab = "",
  verbose = FALSE,
  start = 1,
  overlay = FALSE
)

Arguments

mcmcout	The mcmc object containing the posterior density sample from a changepoint model. Note that this must have a prob.state attribute.
main	Title of the plot
xlab	Label for the x-axis.
ylab	Label for the y-axis.
verbose	If verbose=TRUE, expected changepoints are printed.
start	The time of the first observation to be shown in the time series plot.
overlay	If overlay=TRUE, the probability of each regime change is drawn separately, which will be useful to draw multiple plots in one screen. See the example in MCMCpoissonChange. Otherwise, multiple plots of regime change probabilities will be drawn.

See Also

MCMCpoissonChange, MCMCbinaryChange

MCMCpack documentation built on April 13, 2022, 5:16 p.m.