plotBoxplotLogLikeEstimates: Generates a plot of boxplots of repeated log-likelihood BPF...

In ilyaZar/SVmodelRcppSMC: RcppSMC package example for the Stochastic volatitly model

Description

Loglikelihood should be obtained via a previous BPF run, that estimates the SV model likelihood. These are passed, along with a sequence for the autoregressive parameter phi, the number of simulations (for each individual) boxplot.

Usage

plotBoxplotLogLikeEstimates(outLogLike, parSeqPhi, numSimul)

Arguments

outLogLike	a matrix of dimension length(parSeqPhi) (rows) times numSimul
parSeqPhi	parameter sequence for phi parameter for which a log-likelihood estimate is computed
numSimul	number of BPF runs per element of parSeqPhi

Value

invisible return; pure side effect of a boxplot generation

ilyaZar/SVmodelRcppSMC documentation built on Dec. 20, 2021, 6:57 p.m.