Description Usage Arguments Details Value Note Author(s) See Also Examples
Plot the figures about BIC/CV vs bandwidth, time-varing regression coefficient estimate and the confidence band.
1 2 | ## S3 method
plot(obj)
|
obj |
a nptvcm object obtained from function nptvcm. |
Nothing.
No value.
nothing
Wei Liu
nptvcm,plot
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | N <- 100; TT<-5;
datalist <- gendata(N, TT, seed=1)
Yit <- datalist$Yit
Xit <- datalist$Xit
res <- nptvcm(Xit, Yit, estimateSE = T, tuning.select='BIC')
plot(res)
##
N <- 100; TT<-10;
datalist <- gendata(N, TT, seed=1)
Yit <- datalist$Yit
Xit <- datalist$Xit
res <- nptvcm(Xit, Yit, estimateSE = T, tuning.select='CV')
plot(res)
###
##
N <- 100; TT<-10;
datalist <- gendata(N, TT, seed=1, set=2)
Yit <- datalist$Yit
Xit <- datalist$Xit
res <- nptvcm(Xit, Yit, estimateSE = T, tuning.select='CV')
plot(res)
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