corplot: Plots pairwise correlations over time

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

Plots pairwise correlations over time

Description

corplot gives an overview of (certain) pairwise correlations. Throws a warning if these haven't been stored during sampling.

Usage

corplot(
  x,
  fsvsimobj = NULL,
  these = 1:(ncol(x$y) * (ncol(x$y) - 1)/2),
  start = 1,
  end = nrow(x$y),
  maxrows = 10,
  ...
)

Arguments

x	Object of class 'fsvdraws', usually resulting from a call to fsvsample.
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).
these	Indicator which correlations should be plotted. Default is all.
start	First point in time to plot.
end	Last point in time to plot.
maxrows	The maximum number of rows per page.
...	Other arguments will be passed on to ts.plot.

Value

Returns x invisibly.

See Also

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

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