plotRes: Quantile-quantile and autocorrelation function plots of the...

In countHMM: Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts

Description

Plots quantile-quantile and autocorrelation function plots of the midpoints of the pseudo residual segments. For details, see Zucchini et al. (2016).

Usage

plotRes(mod)

Arguments

mod	An object of type countHMM (as returned by the function fitMod).

Value

A plot with two windows, the first of which displays the quantile-quantile function and the second of which displays the autocorrelation function of the pseudo-residuals.

References

Zucchini W., MacDonald, I.L., and Langrock, R. (2016): Hidden Markov models for time series: An introduction using R, 2nd edition. Chapman & Hall/CRC, Boca Raton.

Examples

# importing example data
x = read.table("http://www.hmms-for-time-series.de/second/data/earthquakes.txt")$V2
# model fitting
lambda = rep(10^4,2)
mod = fitMod(x=x,lambda=lambda)
# plotting the pseudo residuals
plotRes(mod)

countHMM documentation built on May 2, 2019, 1:06 p.m.