corimageplot: Plot correlation matrices for certain points in time

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

Plot correlation matrices for certain points in time

Description

corimageplot plots the model-implied correlation matrices for one or several points in time.

Usage

corimageplot(
  x,
  these = seq_len(nrow(x$y)),
  order = "original",
  these4order = these,
  plotdatedist = 0,
  plotCI = "n",
  date.cex = 1.5,
  col = NULL,
  fsvsimobj = NULL,
  plottype = "corrplot",
  ...
)

Arguments

x	Object of class 'fsvdraws', usually resulting from a call to fsvsample.
these	Index vector containing the time points to plot. Defaults to seq_len(nrow(x$y)).
order	String, where 'none' and 'original' indicate not to mess with the series ordering. Other keywords (e.g. 'hclust') will be forwarded to corrMatOrder.
these4order	Index vector containing the time points used for ordering. Probably, the default (these) is what you want.
plotdatedist	Numerical value indicating where the dates should be plotted.
plotCI	String. If not equal to 'n', posterior credible regions are added (posterior mean +/- 2 posterior sd). Ignored if plottype is "imageplot".
date.cex	Size multiplier for the dates.
col	Color palette or NULL (the default).
fsvsimobj	To indicate data generating values in case of simulated data, pass an object of type fsvsim (usually the result of a call to fsvsim).
plottype	Indicates which type of plot should be drawn. Can be "corrplot" for corrplot (recommended for up to around 20 series), or "imageplot" for a simpler image plot.
...	Additional parameters will be passed on to corrplot. Ignored if plottype is "imageplot".

Value

Returns x invisibly.

Note

If correlations haven't been stored during sampling, corimageplot produces an error.

See Also

Other plotting: comtimeplot(), 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.