plot.isdcc: Implied State plot

In arorar/covmat: Covariance Matrix Estimation

Description

Implied State plot

Usage

## S3 method for class 'isdcc'
plot(x, y = c(1, 2), ...)

Arguments

x	model of the type isdcc obtained by fitting an IS-DCC model to the data
y	type of plot. takes values 1/2. 1 = Implied States, 2 = Smoothed Proabability
...	additional arguments unused

Details

Plot implied states using the fitted Independent Switching DCC model

Author(s)

Rohit Arora

Examples

## Not run: 
 data("largereturn")
 model <- isdccfit(largesymdata, numRegimes=2)
 plot(model)

## End(Not run)

arorar/covmat documentation built on May 10, 2019, 1:48 p.m.