Description Usage Arguments Examples
Plot method for the estimation results of the jump diffusion model.
1 2 3 4 |
x |
est.jumpDiffusion class, created with method |
par.options |
list of options for function par() |
style |
one out of "chains", "acf", "density" |
par2plot |
logical vector, which parameters to be plotted, order: (φ, θ, γ^2, ξ, N) |
reduced |
logical (1), if TRUE, the chains are thinned and burn-in phase is dropped |
thinning |
thinning rate, if missing, the proposed one by the estimation procedure is taken |
burnIn |
burn-in phase, if missing, the proposed one by the estimation procedure is taken |
priorMeans |
logical(1), if TRUE (default), prior means are marked with a line |
col.priorMean |
color of the prior mean line, default 2 |
lty.priorMean |
linetype of the prior mean line, default 1 |
... |
optional plot parameters |
1 2 3 4 5 6 7 8 9 10 11 12 | model <- set.to.class("jumpDiffusion", Lambda = function(t, xi) (t/xi[2])^xi[1],
parameter = list(theta = 0.1, phi = 0.05, gamma2 = 0.1, xi = c(3, 1/4)))
data <- simulate(model, t = seq(0, 1, by = 0.01), y0 = 0.5, plot.series = TRUE)
est <- estimate(model, t = seq(0, 1, by = 0.01), data, 1000) # nMCMC small for example
plot(est)
plot(est, burnIn = 100, thinning = 2, reduced = TRUE)
plot(est, par.options = list(mar = c(5, 4.5, 4, 2) + 0.1, mfrow = c(2, 3)), xlab = "iteration")
# plot only for phi and xi ...
plot(est, style = "acf", main = "", par2plot = c(TRUE, FALSE, FALSE, TRUE, TRUE))
plot(est, style = "density", lwd = 2, priorMean = FALSE)
plot(est, style = "density", col.priorMean = 1, lty.priorMean = 2, main = "posterior")
plot(est, style = "acf", par.options = list(), par2plot = c(TRUE, rep(FALSE, 4)), main = "")
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