voltimeplot: Plot series-specific volatilities over time.

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

Plot series-specific volatilities over time.

Description

voltimeplot plots the marginal volatilities over time, i.e. the series-specific conditional standard deviations. If these haven't been stored during sampling (because runningstore has been set too low), voltimeplot throws a warning.

Usage

voltimeplot(x, these = seq_len(nrow(x$y)), legend = "topright", ...)

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)), i.e., all timepoints.
legend	Where to position the legend. If set to NULL, labels will be put directly next to the series. Defaults to "topright".
...	Additional parameters will be passed on to ts.plot.

Value

Returns x invisibly.

See Also

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

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