plot.altf3: Plots Selected Outcomes from 'altf3' Object.

In fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

Plots Selected Outcomes from altf3 Object.

Description

The function plots selected outcomes from altf3 object.

Usage

## S3 method for class 'altf3'
plot(x,non.interactive=NULL, ...)

Arguments

x	an object of altf3 class
non.interactive	optional, logical, indicate whether plots should be made in non-interactive mode, by default non.interactive=FALSE, i.e., the user specifies in the interactive menu which plots will be made
...	not used

Details

After executing the command, the User is asked to choose

1 - for plotting expected coefficients in separate png files, saved in the temporary directory, and moreover, to paste them into one big plot (also saved as a png file in the temporary directory),

2 - for plotting p-values (averaged over selected window sizes) for t-test of statistical significance for coefficients from a rolling regression, in separate png files, saved in the temporary directory, and moreover, to paste them into one big plot (also saved as a png file in the temporary directory),

3 - for plotting weights of all models used in averaging,

4 - for plotting expected window size.

Chosing 0 exits the plot command.

If non.interactive=TRUE all the above plots are made.

Value

Called for making a plot.

Note

It is suggested to execute graphics.off before exectuing plot command for altf3 object. However, the User should take care to save all other plots before executing this command, as they can be lost.

If graphics.off is not executed before plotting altf3 object, sometimes a legend might cover the important parts of the plot.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
a <- altf3(y=wti,x=drivers,windows=c(36,100,150))

plot(a)

fDMA documentation built on July 26, 2023, 6:09 p.m.