plot.nmfkc.ar.latent: Plot the latent dynamics of an NMF-VAR model

In nmfkc: Non-Negative Matrix Factorization with Kernel Covariates

Plot the latent dynamics of an NMF-VAR model

Description

Draws the model's own dynamics — what the fit does — rather than the realized series. All of it lives in the Q\times Q latent transition matrices G_d=\Theta_d X returned by nmfkc.ar.latent, so every panel stays readable at a size the observed space cannot: a 47-region, 7-lag, rank-4 fit has 47^2=2209 observed impulse responses but only 4^2=16 latent ones.

Usage

## S3 method for class 'nmfkc.ar.latent'
plot(
  x,
  type = c("roots", "graph", "irf", "lag", "phase"),
  lag = NULL,
  horizon = 16L,
  ...
)

Arguments

x	An object from nmfkc.ar.latent.
type	Which panel to draw; see Details.
lag	Which lag to use for "graph" and "phase". Default NULL means \sum_d G_d for "graph" (the total one-step influence) and lag 1 for "phase".
horizon	Number of periods for "irf". Default 16.
...	Passed to the underlying plot call. "phase" also accepts start, a matrix of initial b_0 values (one per row).

Details

The available panels are

"roots"

(default) The DQ eigenvalues of the latent companion matrix on the unit circle. Complex roots are drawn in a different colour and their implied period is reported: a fit can sit near the boundary either because it cycles or because it is seasonal, and the spectral radius alone does not say which.

"graph"

The transition graph of G_d: self-loops are persistence, arrows q'\to q are spillover, widths are proportional to the entries. Unlike a y\to b\to y bipartite picture this graph is closed, so an asymmetric feedback loop is visible as such.

"irf"

Latent impulse responses \Psi_h, a Q\times Q panel. Since G_d\ge 0 the responses never change sign, so the shape is a decay or a hump and its half-life can be read off.

"lag"

(G_d)_{qq'} as a function of d: how many periods a shock takes to arrive. With Q=1 this is a single bar plot of the lag profile.

"phase"

Phase portrait of b_t\mapsto Gb_{t-1}+\theta with the fixed point \mu_b and the eigen-directions. Requires D=1 and Q=2. This is where a monotone relaxation and a true cycle look different; two coefficient series plotted against time do not distinguish them.

Value

invisible(NULL); called for the plot. "irf" and "lag" set up their own multi-panel layout and restore the previous one on exit.

See Also

nmfkc.ar.latent, nmfkc.ar.latent.inference, plot.nmfkc.ar.stationarity, nmfkc.ar.DOT

Examples

set.seed(1)
Y   <- matrix(abs(rnorm(4 * 60)) + 1, 4, 60)
ar  <- nmfkc.ar(Y, degree = 3)
fit <- nmfkc(ar$Y, ar$A, rank = 2, verbose = FALSE)
lat <- nmfkc.ar.latent(fit)
plot(lat)                  # roots on the unit circle
plot(lat, type = "graph")  # latent transition graph
plot(lat, type = "irf")    # latent impulse responses

nmfkc documentation built on Oct. 30, 2026, 9:06 a.m.