plot.mefp: Plot Methods for mefp Objects

In strucchange: Testing, Monitoring, and Dating Structural Changes

Plot Methods for mefp Objects

Description

This is a method of the generic plot function for for "mefp" objects as returned by mefp or monitor. It plots the empirical fluctuation process (or a functional thereof) as a time series plot, and includes boundaries corresponding to the significance level of the monitoring procedure.

Usage

## S3 method for class 'mefp'
plot(x, boundary = TRUE, functional = "max", main = NULL,
    ylab = "Empirical fluctuation process", ylim = NULL, ...)

Arguments

x	an object of class "mefp".
boundary	if FALSE, plotting of boundaries is suppressed.
functional	indicates which functional should be applied to a multivariate empirical process. If set to NULL all dimensions of the process (one process per coefficient in the linear model) are plotted.
main, ylab, ylim, ...	high-level plot function parameters.

See Also

mefp

Examples

df1 <- data.frame(y=rnorm(300))
df1[150:300,"y"] <- df1[150:300,"y"]+1
me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
              alpha=0.05)
me2 <- monitor(me1, data=df1)

plot(me2)

strucchange documentation built on Sept. 11, 2024, 9:13 p.m.