plot_granger: Function to plot Granger causality network

In VARDetect: Multiple Change Point Detection in Structural VAR Models

Function to plot Granger causality network

Description

A function to plot Granger causal network for each segment via estimated sparse component

Usage

plot_granger(est_mats, threshold = 0.1, layout)

Arguments

est_mats	A list of numeric sparse matrices, indicating the estimated sparse components for each segment
threshold	A numeric positive value, used to determine the threshold to present the edges
layout	A character string, indicates the layout for the igraph plot argument

Value

A series of plots of Granger networks of VAR model parameters

Examples

set.seed(1)
est_mats <- list(matrix(rnorm(400, 0, 1), 20, 20))
plot_granger(est_mats, threshold = 2, layout = "circle")
plot_granger(est_mats, threshold = 2, layout = "star")
plot_granger(est_mats, threshold = 2, layout = "nicely")

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