plot.gdpcs | R Documentation |
Plots a gdpcs
object.
## S3 method for class 'gdpcs'
plot(x, which_comp = 1, plot.type = 'multiple', ...)
x |
An object of class |
which_comp |
Numeric vector indicating which components to plot. Default is 1. |
plot.type |
Argument to be passed to |
... |
Additional arguments to be passed to the plotting functions. |
Daniel Peña, Ezequiel Smucler, Victor Yohai
gdpc
, auto.gdpc
, plot.gdpc
T <- 200 #length of series
m <- 200 #number of series
set.seed(1234)
f <- rnorm(T + 1)
x <- matrix(0, T, m)
u <- matrix(rnorm(T * m), T, m)
for (i in 1:m) {
x[, i] <- 10 * sin(2 * pi * (i/m)) * f[1:T] + 10 * cos(2 * pi * (i/m)) * f[2:(T + 1)] + u[, i]
}
#Choose number of lags using the LOO criterion.
#k_max=2 to keep computation time low
autofit <- auto.gdpc(x, k_max = 2, auto_comp = FALSE, num_comp = 2)
autofit
plot(autofit, which_comp = c(1,2), xlab = '', ylab = '')
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