plot.VARDetect.result: Plotting the output from VARDetect.result class

In VARDetect: Multiple Change Point Detection in Structural VAR Models

Plotting the output from VARDetect.result class

Description

Plotting method for S3 object of class VARDetect.result

Usage

## S3 method for class 'VARDetect.result'
plot(
  x,
  display = c("cp", "param", "granger", "density"),
  threshold = 0.1,
  layout = c("circle", "star", "nicely"),
  ...
)

Arguments

x	a VARDetect.result object
display	a character string, indicates the object the user wants to plot; possible values are "cp" input time series together with the estimated change points "param" estimated model parameters "granger" present the model parameters through Granger causal networks "density" plot the sparsity levels across all segments
threshold	a positive numeric value, indicates the threshold to present the entries in the sparse matrices
layout	a character string, indicating the layout of the Granger network
...	not in use

Value

A plot for change points or a series of plots for Granger causal networks for estimated model parameters

Examples

nob <- 1000
p <- 15
brk <- c(floor(nob / 3), floor(2 * nob / 3), nob + 1)
m <- length(brk)
q.t <- 1
try <- simu_var('sparse',nob=nob,k=p,lags=q.t,brk=brk,sp_pattern="off-diagonal",seed = 1)
data <- try$series
data <- as.matrix(data)
fit <- tbss(data, method = "sparse", q = q.t)
plot(fit, display = "cp")
plot(fit, display = "param")
plot(fit, display = "granger", threshold = 0.2, layout = "nicely")
plot(fit, display = "density", threshold = 0.2)

VARDetect documentation built on May 10, 2022, 9:07 a.m.