plot.onlineVAR: Coefficient matrix plots for onlineVAR objects.

In onlineVAR: Online Fitting of Time-Adaptive Lasso Vector Auto Regression

Description

Generates plots of estimated coefficient matrices for onlineVAR fits by using the levelplot function from lattice.

Usage

## S3 method for class 'onlineVAR'
plot(x, lag = 1, time = "last", s = NULL, col = NULL, 
  at = NULL, xlab = "", ylab = "", ...)

Arguments

x	"onlineVAR" object, typically output from onlineVAR.
lag	Lag for which coefficient matrix is plotted.
time	Time step from which coefficient matrix estimates are taken. Default is "last" to take the estimates from the last update. Other time steps can only be specified if model has been fitted with trace=TRUE.
s	Optional index specifying which lambda in the lambda.ratio sequence to use. If not specified, optimum s is taken based on weighted squared error.
col	Color palette. Default is a color palette with reddish colors for negative and blueish colors for positive coefficients.
at	A numeric vector giving the breakpoints for the color palette.
xlab	A title for the x axis.
ylab	A title for the y axis.
...	Further arguments passed to levelplot.

See Also

onlineVAR, levelplot

Examples

data(aemo)

## use only subset of first 8000 time steps
y <- aemo[1:8000,]

## fit online lasso VAR
onlinefit <- onlineVAR(y, nu = 0.99, lags = 1, ahead = 1)

## plot coefficient matrix from last update
plot(onlinefit)

onlineVAR documentation built on May 8, 2019, 9:03 a.m.