# Plot_vb: A function to plot variance- and bias dependencies of... In rlfsm: Simulations and Statistical Inference for Linear Fractional Stable Motions

 Plot_vb R Documentation

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

### Description

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

### Usage

```Plot_vb(data)
```

### Arguments

 `data` a list created by `MCestimLFSM`

### Value

The function returns a ggplot2 graph.

`Plot_dens`

### Examples

```
# 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 Aug. 27, 2022, 5:06 p.m.