compPlot | R Documentation |
The function plots the dynamic MAP estimates and 95% credible intervals (CrIs) of a specified component of an exDQLM. Alternatively, if just.theta=TRUE
the MAP estimates and 95% credible intervals (CrIs) of a single element of the dynamic state vector are plotted.
compPlot( y, m1, index, add = FALSE, col = "purple", just.theta = FALSE, cr.percent = 0.95 )
y |
A univariate time-series. |
m1 |
An object of class " |
index |
Index of the component or element of the state vector to be plotted. |
add |
If |
col |
Color of dynamic component to be plotted. Default is |
just.theta |
If |
cr.percent |
Percentage used in the calculation of the credible intervals. |
A list of the following is returned:
map.comp
- MAP estimate of the dynamic component (or element of the state vector).
lb.comp
- Lower bound of the 95% CrIs of the dynamic component (or element of the state vector).
ub.comp
- Upper bound of the 95% CrIs of the dynamic component (or element of the state vector).
y = scIVTmag[1:365] trend.comp = polytrendMod(2,rep(0,2),10*diag(2)) seas.comp = seasMod(365,c(1,2,4),C0=10*diag(6)) model = combineMods(trend.comp,seas.comp) M0 = exdqlmISVB(y,p0=0.85,model,df=c(0.98,1),dim.df = c(2,6), gam.init=-3.5,sig.init=15,tol=0.05) # plot first harmonic component compPlot(y,M0,index=c(3,4),col="blue")
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