Nothing
plot.infoliu<-function(x, abline=TRUE,...){
df <- as.vector(lapply(hatl(x), function(x) {
sum(diag(x))
}))
aic<-infoliu(x)[,1]
bic<-infoliu(x)[,2]
col=cbind("black", "red")
mse<-lstats(x)$mse
dfminmse<-df[which.min(mse)]
mselect<-cbind(aic, bic)
if(length(x$d)==1){
plot(x=rep(df, length(mselect)),
y=mselect,
main="Model Selection Criteria",
xlab="DF",
ylab="Model Criteria",
col=col,
lwd=2,
lty=c(1,4)
)
}
else{
matplot(df,
mselect,
main="Model Selection Criteria",
xlab='DF',
ylab='Model Criteria',
col=col,
lwd=2,
type='l',
lty=c(1,4)
)
}
legend("topright",
legend=c("AIC", "BIC"),
col=col,
lwd=2,
bty="o",
bg="transparent",
lty=c(1,4),
cex=.7,
pt.cex=.5,
y.intersp = .4,
x.intersp=.3,
merge = TRUE
)
if(abline){
abline(v=dfminmse,
lty=2,
col="blue"
)
text(dfminmse,
max(mselect),
paste("Minimum mse=", round(min(mse),3)),
col="blue",
pos=1
)
text(dfminmse,
min(mselect),
paste("df=", round(as.numeric(df[which.min(mse)]), 3)),
col="blue",
pos=4
)
}
}
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