plot.mlmc.test: Plot an 'mlmc.test' object

In mlmc: Multi-Level Monte Carlo

Description

Produces diagnostic plots on the result of an mlmc.test function call.

Usage

## S3 method for class 'mlmc.test'
plot(x, which = "all", cols = NA, ...)

Arguments

x	an mlmc.test object as produced by a call to the mlmc.test function.
which	a vector of strings specifying which plots to produce, or "all" to do all diagnostic plots. The options are: "var" = log_2 of variance against level; "mean" = log_2 of mean against level; "consis" = consistency against level; "kurt" = kurtosis against level; "Nl" = log_2 of number of samples against level; "cost" = log_10 of cost against log_10 of epsilon (accuracy).
cols	the number of columns across to plot to override the default value.
...	additional arguments which are passed on to plotting functions.

Author(s)

Louis Aslett <[e-mail]>

Examples

## Not run: 
tst <- mlmc.test(opre_l, M=4, N=2000000,
                 L=5, N0=1000,
                 eps.v=c(0.005, 0.01, 0.02, 0.05, 0.1),
                 Lmin=2, Lmax=6, option=1)
tst
plot(tst)

## End(Not run)

mlmc documentation built on May 1, 2019, 9:45 p.m.