Plot_vb: A function to plot variance- and bias dependencies of...

Description Usage Arguments Value See Also Examples

View source: R/PLot_bias_and_variance_of_an_estimate.r

Description

A function to plot variance- and bias dependencies of estimators on the lengths of sample paths. Works in conjunction with MCestimLFSM function.

Usage

1

Arguments

data

a list created by MCestimLFSM

Value

The function returns a ggplot2 graph.

See Also

Plot_dens

Examples

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# Light weight computaions

m<-25; M<-50
alpha<-1.8; H<-0.8; sigma<-0.3
S<-c(1:3)*1e2
p<-.4; p_prime<-.2; t1<-1; t2<-2
k<-2; NmonteC<-50

# Here is the continuous H-1/alpha inference procedure
theor_3_1_H_clt<-MCestimLFSM(s=S,fr='H',Nmc=NmonteC,
                     m=m,M=M,alpha=alpha,H=H,
                     sigma=sigma,ContinEstim,
                     t1=t1,t2=t2,p=p,k=k)
Plot_vb(theor_3_1_H_clt)


# More demanding example (it is better to use multicore setup)
# General low frequency inference

m<-45; M<-60
alpha<-0.8; H<-0.8; sigma<-0.3
S<-c(1:15)*1e2
p<-.4; t1<-1; t2<-2
NmonteC<-50

# Here is the continuous H-1/alpha inference procedure
theor_4_1_H_clt<-MCestimLFSM(s=S,fr='H',Nmc=NmonteC,
                     m=m,M=M,alpha=alpha,H=H,
                     sigma=sigma,GenLowEstim,
                     t1=t1,t2=t2,p=p)
Plot_vb(theor_4_1_H_clt)

rlfsm documentation built on April 16, 2021, 5:06 p.m.

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