Plot_dens: (alpha,H,sigma)- density plot

In rlfsm: Simulations and Statistical Inference for Linear Fractional Stable Motions

(alpha,H,sigma)- density plot

Description

Plots the densities of the parameters (alpha,H,sigma) estimated in Monte-Carlo experiment. Works in conjunction with MCestimLFSM function.

Usage

Plot_dens(par_vec = c("alpha", "H", "sigma"), MC_data, Nnorm = 1e+07)

Arguments

par_vec	vector of parameters which are to be plotted
MC_data	a list created by MCestimLFSM
Nnorm	number of point sampled from standard normal distribution

See Also

Plot_vb to plot variance- and bias dependencies on n.

Examples

m<-45; M<-60

p<-.4; p_prime<-.2
t1<-1; t2<-2; k<-2

NmonteC<-5e2
S<-c(1e3,1e4)
alpha<-.8; H<-0.8; sigma<-0.3
theor_4_1_clt_new<-MCestimLFSM(s=S,fr='L',Nmc=NmonteC,
                       m=m,M=M,
                       alpha=alpha,H=H,sigma=sigma,
                       GenLowEstim,t1=t1,t2=t2,p=p)
l_plot<-Plot_dens(par_vec=c('sigma','alpha','H'), MC_data=theor_4_1_clt_new, Nnorm=1e7)
l_plot

rlfsm documentation built on Aug. 27, 2022, 5:06 p.m.