cortimeplot: Plot correlations over time.

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

Plot correlations over time.

Description

cortimeplot draws correlations over time.

Usage

cortimeplot(
  x,
  series,
  these = seq_len(nrow(x$y)),
  type = "cor",
  statistic = "mean"
)

covtimeplot(
  x,
  series,
  these = seq_len(nrow(x$y)),
  type = "cov",
  statistic = "mean"
)

Arguments

x	Object of class 'fsvdraws', usually resulting from a call to fsvsample.
series	Single number, coercible to integer. Indicates the series relative to which correlations are drawn.
these	Index vector containing the time points to plot. Defaults to seq_len(nrow(x$y)).
type	What to plot, usually "cor" or "cov".
statistic	Which posterior summary should be plotted, usually "mean".

Details

This function displays one component series' time-varying correlations with the other components series. Throws an error if correlations haven't been stored during sampling.

Value

Returns x invisibly.

See Also

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

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