comtimeplot: Plot communalities over time.

In factorstochvol: Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

Plot communalities over time.

Description

comtimeplot plots the communalities over time, i.e. the series-specific percentage of variance explained through the common factors.

Usage

comtimeplot(
  x,
  fsvsimobj = NULL,
  show = "series",
  maxrows = 5,
  ylim = c(0, 100)
)

Arguments

x	Object of class 'fsvdraws', usually resulting from a call to fsvsample.
fsvsimobj	Object of class 'fsvsim' (or NULL), usually resulting from a call to fsvsim. Defaults to NULL.
show	Indicator whether to show joint ('joint'), series-specific ('series'), or both ('both') communalities.
maxrows	Single positive integer denoting the maximum number of series in each plot. Defaults to 5.
ylim	Vector of length two denoting the range of the horizontal axis. Defaults to 1.

Details

This function displays the joint (average) communalities over time and all series-specific communalities. If communalities haven't been stored during sampling, comtimeplot produces an error.

Value

Returns x invisibly.

See Also

Other plotting: corimageplot(), corplot(), cortimeplot(), evdiag(), facloadcredplot(), facloaddensplot(), facloadpairplot(), facloadpointplot(), facloadtraceplot(), logvartimeplot(), paratraceplot(), plot.fsvdraws(), plotalot(), voltimeplot()

factorstochvol documentation built on Nov. 24, 2023, 5:08 p.m.