logvartimeplot: Plot log-variances over time.

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

Plot log-variances over time.

Description

logvartimeplot plots the idiosyncratic and factor log-variances over time.

Usage

logvartimeplot(x, fsvsimobj = NULL, show = "both", maxrows = 5)

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).
show	If set to "fac", only factor log-volatilities will be displayed. If set to "idi", only idiosyncratic log-volatilities will be displayed. If set to "both", factor log-volatilities will be drawn first, followed by the idiosyncratic log-volatilities.
maxrows	Indicates the maximum number of rows to be drawn per page.

Details

This function displays the posterior distribution (mean +/- 2sd) of log-variances of both the factors and the idiosyncratic series. If these haven't been stored during sampling, logvartimeplot produces an error.

Value

Returns x invisibly.

See Also

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

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