plot.isdcc: Implied State plot

Description Usage Arguments Details Author(s) Examples

Description

Implied State plot

Usage

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## S3 method for class 'isdcc'
plot(x, y = c(1, 2), ...)

Arguments

x

model of the type isdcc obtained by fitting an IS-DCC model to the data

y

type of plot. takes values 1/2. 1 = Implied States, 2 = Smoothed Proabability

...

additional arguments unused

Details

Plot implied states using the fitted Independent Switching DCC model

Author(s)

Rohit Arora

Examples

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## Not run: 
 data("largereturn")
 model <- isdccfit(largesymdata, numRegimes=2)
 plot(model)

## End(Not run)


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