View source: R/PLot_bias_and_variance_of_an_estimate.r
Plot_vb | R Documentation |
MCestimLFSM
function.A function to plot variance- and bias dependencies of estimators on the lengths of sample paths. Works in conjunction with MCestimLFSM
function.
Plot_vb(data)
data |
a list created by |
The function returns a ggplot2 graph.
Plot_dens
# 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)
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