plot.fHMM_model: Plot method for an object of class 'fHMM_model'

In fHMM: Fitting Hidden Markov Models to Financial Data

Plot method for an object of class fHMM_model

Description

This function is the plot method for an object of class fHMM_model.

Usage

## S3 method for class 'fHMM_model'
plot(
  x,
  plot_type = "ts",
  events = NULL,
  colors = NULL,
  ll_relative = TRUE,
  title = NULL,
  from = NULL,
  to = NULL,
  ...
)

Arguments

x	An object of class fHMM_model.
plot_type	A character (vector), specifying the type of plot and can be one (or more) of "ll" for a visualization of the likelihood values in the different optimization runs, "sdds" for a visualization of the estimated state-dependent distributions, "pr" for a visualization of the model's (pseudo-) residuals, "ts" for a visualization of the financial time series.
events	An object of class fHMM_events.
colors	Either NULL (default) or a character vector of color names or hexadecimal RGB triplets.
ll_relative	A logical, set to TRUE (default) to plot the differences from the best log-likelihood value. Set to FALSE to plot the absolute values.
title	Optionally a character for a custom title.
from	Optionally a character, a date in format "YYYY-MM-DD", setting the lower date bound for plotting. By default, from = NULL, i.e. no lower bound.
to	Optionally a character, a date in format "YYYY-MM-DD", setting the upper date bound for plotting. By default, to = NULL, i.e. no upper bound.
...	Currently not used.

Value

No return value. Draws a plot to the current device.

fHMM documentation built on April 3, 2025, 5:49 p.m.