compPlot: Plot a component of an exDQLM

In exdqlm: Extended Dynamic Quantile Linear Models

Plot a component of an exDQLM

Description

The function plots the dynamic MAP estimates and 95

Usage

compPlot(
  y,
  m1,
  index,
  add = FALSE,
  col = "purple",
  just.theta = FALSE,
  cr.percent = 0.95
)

Arguments

y	A univariate time-series.
m1	An object of class "'exdqlm'".
index	Index of the component or element of the state vector to be plotted.
add	If 'TRUE', the dynamic component will be added to existing plot.
col	Color of dynamic component to be plotted. Default is 'purple'.
just.theta	If 'TRUE', the function plots the dynamic distribution of the 'index' element of the state vector. If 'just.theta=TRUE', 'index' must have length 1.
cr.percent	Percentage used in the calculation of the credible intervals.

Value

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

• 'ub.comp' - Upper bound of the 95

Examples

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")

exdqlm documentation built on Sept. 11, 2025, 9:09 a.m.