plot.SDFMFit: Generic plotting function for SDFMFit S3 objects

In TwoStepSDFM: Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a Two-Step Procedure

Generic plotting function for SDFMFit S3 objects

Description

Generic plotting function for SDFMFit S3 objects

Usage

## S3 method for class 'SDFMFit'
plot(x, axis_text_size = 20, legend_title_text_size = 20, ...)

Arguments

x	SDFMFit object.
axis_text_size	Numeric size of x- and y-axis labels. Passed to ggplot2 theme(..., text = element_text(size = axis_text_size)).
legend_title_text_size	Numeric size of x- and y-axis labels. Passed to ggplot2 theme(..., legend.title = element_text(size = legend_title_text_size)).
...	Additional parameters for the plotting functions.

Value

A named list of plot objects:

⁠Factor Time Series Plots⁠

patchwork/ggplot object graphing the estimated factors over time with 95% confidence bands based on the smoother uncertainty of the Kalman Filter and Smoother.

⁠Loading Matrix Heatmap⁠

ggplot object showing a heatmap of the estimated factor loadings. Zeros are highlighted in black.

⁠Meas. Error Var.-Cov. Matrix Heatmap⁠

ggplot object showing a heatmap of the measurement error variance-covariance matrix.

⁠Eigenvalue Plot⁠

ggplot object showing a bar plot of the eigenvalues of the measurement error variance–covariance matrix.

Author(s)

Domenic Franjic

TwoStepSDFM documentation built on May 19, 2026, 9:07 a.m.