centiles.ts: Plots the centile curves for a time series GAMLSS object

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/centiles-ts.R

Description

This function centiles.ts() plots centiles curves for time series response variables who's distributions belong to the GAMLSS family of distributions. The function also tabulates the sample percentages below each centile curve (for comparison with the model percentages given by the argument cent.)

Usage

1
2
3
4
5
6
centiles.ts(obj, xvar = NULL, cent = c(0.5, 2.5, 50, 95.5, 99.5), legend = TRUE, 
 ylab = "y", xlab = "x", main = NULL, main.gsub = "@", 
 xleg = min(xvar), yleg = max(obj$y), xlim = range(xvar), 
 ylim = range(obj$y), save = FALSE, plot = TRUE, type = "l", 
 points = TRUE, pch = "+", col = "blue", col.centiles = 1:length(cent) + 2, 
lty.centiles = 1, lwd.centiles = 1, ...)

Arguments

obj

a fitted gamlss object which has a time series response variable

xvar

the time of the time series

cent

a vector with elements the % centile values for which the centile curves have to be evaluated

legend

whether a legend is required in the plot or not, the default is legent=TRUE

ylab

the y-variable label

xlab

the x-variable label

main

the main title here as character. If NULL the default title "centile curves using NO" (or the relevant distributions name) is shown

main.gsub

if the main.gsub (with default "@") appears in the main title then it is substituted with the default title.

xleg

position of the legend in the x-axis

yleg

position of the legend in the y-axis

xlim

the limits of the x-axis

ylim

the limits of the y-axis

save

whether to save the sample percentages or not with default equal to FALSE. In this case the sample percentages are printed but are not saved

plot

whether to plot the centiles. This option is useful for centile.split

type

type of line

pch

the character to be used as the default in plotting points see par

col

plotting colour see par

col.centiles

Plotting colours for the centile curves

lty.centiles

line type for the centile curves

lwd.centiles

The line width for the centile curves

points

whether the data points should be plotted, default is TRUE for centiles() and FALSE for centiles.fan()

...

for extra arguments

Details

Centiles are calculated using the fitted values in obj and xvar must correspond exactly to the time of the response time series object

Value

A centile plot is produced and the sample centiles below each centile curve are printed (or saved)

Author(s)

Mikis Stasinopoulos [email protected], Bob Rigby [email protected] with contribution from Majid Djennad

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

centiles

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
## Not run: 
library(gamlss.add)
dax <- EuStockMarkets[,"DAX"]
# returs
rdax <- diff(dax,1)
  w1 <- wlag(rdax,30)
# garch type 
f1<- gamlss(rdax~ la(rdax, lags=30, from.lag=1), sigma.fo=~la(rdax^2, 
            lags=30, from.lag=1), weights=w1, bf.cyc=10, family=TF)
tiR <- as.numeric(time(rdax))
centiles.ts(f1, xvar=tiR, cent=c(2.5,50,97.5), col.cent="black")

## End(Not run)

gamlss.util documentation built on May 29, 2017, 8:58 p.m.