plot.crch.boost: Visualizing Coefficient Paths for Boosted crch Models

In crch: Censored Regression with Conditional Heteroscedasticity

Visualizing Coefficient Paths for Boosted crch Models

Description

Plot paths of coefficients or log-likelihood contributions for crch.boost models.

Usage

## S3 method for class 'crch.boost'
plot(x, loglik = FALSE, 
  standardize = TRUE, which = c("both", "location", "scale"), 
  mstop = NULL, coef.label = TRUE, col = NULL, ...)

Arguments

x	an object of class "crch.boost".
loglik	logical whether log-likelihood contribution shall be plotted instead of coefficient value.
standardize	logical whether coefficients shall be standardized. Not used if loglik = TRUE
which	which coefficients: "location" and "scale" plots only the coefficients for the location and scale part of the model respectively. "both" plots the coefficient paths of both parts in one graph.
mstop	Stopping iteration for which a vertical line is plotted. Possible choices are "max", "aic", "bic", "cv", "all", or "no". Default is the stopping iteration used for fitting.
coef.label	logical whether paths shall be labeled.
col	Color(s) for the paths. If which="both" a vector of two colors where the paths for the location are plotted in the first color and for the scale in the second color.
...	further arguments passed to plot.ts.

See Also

crch.boost,plot.ts

crch documentation built on Sept. 30, 2024, 9:22 a.m.