plot_density: Function to plot the sparsity levels for estimated model...

In VARDetect: Multiple Change Point Detection in Structural VAR Models

Function to plot the sparsity levels for estimated model parameters

Description

A function to plot lineplot for sparsity levels of estimated model parameters

Usage

plot_density(est_mats, threshold = 0.1)

Arguments

est_mats	A list of numeric matrices, the length of list equals to the number of estimated segments
threshold	A numeric value, set as a threshold, the function only counts the non-zeros with absolute magnitudes larger than threshold

Value

A plot for sparsity density across over all estimated segments

Examples

set.seed(1)
est_mats <- list(matrix(rnorm(400, 0, 2), 20, 20), matrix(rnorm(400), 20, 20))
plot_density(est_mats, threshold = 0.25)

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