plot.mcmc.tvp: Graphical summary of posterior distribution for a...

In shrinkTVP: Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

Graphical summary of posterior distribution for a time-varying parameter

Description

plot.mcmc.tvp plots empirical posterior quantiles for a time-varying parameter.

Usage

## S3 method for class 'mcmc.tvp'
plot(
  x,
  probs = c(0.025, 0.25, 0.75, 0.975),
  shaded = TRUE,
  quantlines = FALSE,
  shadecol = "skyblue",
  shadealpha = 0.5,
  quantlty = 2,
  quantcol = "black",
  quantlwd = 0.5,
  drawzero = TRUE,
  zerolty = 2,
  zerolwd = 1,
  zerocol = "grey",
  ...
)

Arguments

x	mcmc.tvp object
probs	vector of boundaries for credible intervals to plot for each point in time, with values in [0,1]. The largest and smallest value form the outermost credible interval, the second smallest and second largest the second outermost and so forth. The default value is c(0.025, 0.25, 0.75, 0.975). Note that there have to be the same number of probs < 0.5 as there are > 0.5.
shaded	single logical value or a vector of logical values, indicating whether or not to shade the area between the pointwise credible intervals. If a vector is given, the first value given is used to determine if the area between the outermost credible interval is shaded, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of quantile pairs. The default value is TRUE.
quantlines	single logical value or a vector of logical values, indicating whether or not to draw borders along the pointwise credible intervals. If a vector is given, the first value given is used to determine whether the outermost credible interval is marked by lines, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of credible intervals. The default value is FALSE.
shadecol	single character string or a vector of character strings. Determines the color of the shaded areas that represent the credible intervals. If a vector is given, the first color given is used for the outermost area, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of shaded areas. Has no effect if shaded = FALSE. The default value is "skyblue".
shadealpha	real number between 0 and 1 or a vector of real numbers between 0 and 1. Determines the level of transparency of the shaded areas that represent the credible intervals. If a vector is given, the first value given is used for the outermost area, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of shaded areas. Has no effect if shaded = FALSE. The default value is 0.5.
quantlty	either a single integer in [0,6] or one of the character strings "blank", "solid", "dashed", "dotted", "dotdash", "longdash", "twodash" or a vector containing these. Determines the line type of the borders drawn around the shaded areas that represent the credible intervals. Note that if a vector is supplied the elements have to either be all integers or all character strings. If a vector is given, the first value given is used for the outermost area, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of shaded areas. Has no effect if quantlines = FALSE. The default value is 2.
quantcol	single character string or a vector of character strings. Determines the color of the borders drawn around the shaded areas that represent the credible intervals. If a vector is given, the first color given is used for borders of the outermost area, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of shaded areas. Has no effect if quantlines = FALSE. The default value is "black".
quantlwd	single real, positive number or a vector of real, positive numbers. Determines the line width of the borders drawn around the shaded areas that represent the credible intervals. If a vector is given, the first number given is used for the borders of the outermost area, the second for the second outermost and so forth. Recycled in the usual fashion if the vector is shorter than the number of shaded areas. Has no effect if quantlines = FALSE. The default value is 0.5.
drawzero	single logical value determining whether to draw a horizontal line at zero or not. The default value is TRUE.
zerolty	single integer in [0,6] or one of the character strings "blank", "solid", "dashed", "dotted", "dotdash", "longdash", "twodash". Determines the line type of the horizontal line at zero. Has no effect if drawzero = FALSE. The default value is 2.
zerolwd	single real, positive number. Determines the line width of the horizontal line at zero. Has no effect if drawzero = FALSE. The default value is 1.
zerocol	single character string. Determines the color of the horizontal line at zero. Has no effect if drawzero = FALSE. The default value is "grey".
...	further arguments to be passed to plot.

Value

Called for its side effects and returns invisibly.

Author(s)

Peter Knaus [e-mail]

See Also

Other plotting functions: plot.shrinkTVP_forc(), plot.shrinkTVP()

Examples

set.seed(123)
sim <- simTVP(theta = c(0.2, 0, 0), beta_mean = c(1.5, -0.3, 0))
data <- sim$data

res <- shrinkTVP(y ~ x1 + x2, data)
plot(res$beta$beta_x1)

shrinkTVP documentation built on Nov. 23, 2023, 1:12 a.m.