exdqlmPlot: Plot exDQLM
In exdqlm: Extended Dynamic Quantile Linear Models

exdqlmPlot

R Documentation

Plot exDQLM

Description

The function plots the MAP estimates and 95% credible intervals (CrIs) of the dynamic quantile of an exDQLM.

Usage

exdqlmPlot(y, m1, add = FALSE, col = "purple", cr.percent = 0.95)

Arguments

`y`	A univariate time-series.
`m1`	An object of class "`exdqlm`".
`add`	If `TRUE`, the dynamic quantile will be added to existing plot.
`col`	Color of dynamic quantile to be plotted. Default is `purple`.
`cr.percent`	Percentage used in the calculation of the credible intervals.

Value

A list of the following is returned:

map.quant - MAP estimate of the dynamic quantile.
lb.quant - Lower bound of the 95% CrIs of the dynamic quantile.
ub.quant - Upper bound of the 95% CrIs of the dynamic quantile.

Examples


y = scIVTmag[1:100]
model = polytrendMod(1,quantile(y,0.85),10)
M0 = exdqlmISVB(y,p0=0.85,model,df=c(0.98),dim.df = c(1),
                   gam.init=-3.5,sig.init=15)
exdqlmPlot(y,M0,col="blue")

exdqlm documentation built on Feb. 16, 2023, 7:29 p.m.