plot.bsts.prediction | R Documentation |
Plot the posterior predictive distribution from a
bsts
prediction object.
## S3 method for class 'bsts.prediction' plot(x, y = NULL, burn = 0, plot.original = TRUE, median.color = "blue", median.type = 1, median.width = 3, interval.quantiles = c(.025, .975), interval.color = "green", interval.type = 2, interval.width = 2, style = c("dynamic", "boxplot"), ylim = NULL, ...)
x |
An object of class |
y |
A dummy argument necessary to match the signature of the
|
plot.original |
Logical or numeric. If |
burn |
The number of observations you wish to discard as burn-in
from the posterior predictive distribution. This is in addition
to the burn-in discarded using |
median.color |
The color to use for the posterior median of the prediction. |
median.type |
The type of line (lty) to use for the posterior median of the prediction. |
median.width |
The width of line (lwd) to use for the posterior median of the prediction. |
interval.quantiles |
The lower and upper limits of the credible interval to be plotted. |
interval.color |
The color to use for the upper and lower limits of the 95% credible interval for the prediction. |
interval.type |
The type of line (lty) to use for the upper and lower limits of the 95% credible inerval for of the prediction. |
interval.width |
The width of line (lwd) to use for the upper and lower limits of the 95% credible inerval for of the prediction. |
style |
Either "dynamic", for dynamic distribution plots, or "boxplot", for box plots. Partial matching is allowed, so "dyn" or "box" would work, for example. |
ylim |
Limits on the vertical axis. |
... |
Extra arguments to be passed to
|
Plots the posterior predictive distribution described by
x
using a dynamic distribution plot generated by
PlotDynamicDistribution
. Overlays the
posterior median and 95% prediction limits for the predictive
distribution.
Returns NULL.
bsts
PlotDynamicDistribution
plot.lm.spike
data(AirPassengers) y <- log(AirPassengers) ss <- AddLocalLinearTrend(list(), y) ss <- AddSeasonal(ss, y, nseasons = 12) model <- bsts(y, state.specification = ss, niter = 500) pred <- predict(model, horizon = 12, burn = 100) plot(pred)
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