plot: Plot BMR Objects.

In kthohr/BMR: Bayesian Macroeconometrics in R

Description

Plot the output of a BVAR, DSGEVAR, or EDSGE object.

Usage

  ## S3 method for class 'bvarm'
plot(x,type=1,save=FALSE,height=13,width=13,...)
  ## S3 method for class 'bvars'
plot(x,type=1,plotSigma=TRUE,save=FALSE,height=13,width=13,...)
  ## S3 method for class 'bvartvp'
plot(x,percentiles=c(.05,.50,.95),save=FALSE,height=13,width=13,...)
  ## S3 method for class 'bvarw'
plot(x,type=1,plotSigma=TRUE,save=FALSE,height=13,width=13,...)
  
  ## S3 method for class 'DSGEVAR'
plot(x,par_names=NULL,BinDenom=40,MCMCplot=FALSE,save=FALSE,height=13,width=13,...)
  ## S3 method for class 'EDSGE'
plot(x,par_names=NULL,BinDenom=40,MCMCplot=FALSE,save=FALSE,height=13,width=13,...)

Arguments

For objects of class ‘bvarm’,

x	An object of the above class.
type	An integer value indicating the plot style; type=1 will produce a histogram, while type=2 will use smoothed densities.
save	Whether to save the plots.
height	If save=FALSE, use this to set the height of the plot.
width	If save=FALSE, use this to set the width of the plot.

For objects of class ‘bvars’ or ‘bvarw’,

plotSigma

Whether to plot the elements of the residual covariance matrix.

For objects of class ‘bvartvp’,

percentiles

Which percentiles of the posterior distribution the function should use.

For objects of class ‘DSGEVAR’ or ‘EDSGE’,

par_names	A vector of expressions containing the name of each parameter.
BinDenom	Bin width.
MCMCplot	Whether to plot a trace of the MCMC run.

...	Additional arguments (not used).

Details

For examples of the plotting features, see the accompanying vignette.

Value

Plots the marginal posterior distributions of the relevant coefficients/parameters.

Author(s)

Keith O'Hara

Examples

## Not run: 
data(BMRVARData)
prior<-c(0.9,0.95,0.95)
testbvarm <- bvarm(USMacroData[,2:4],prior,p=4,constant=T,irf.periods=20,
                  keep=10000,burnin=5000,VType=1,
                  HP1=0.5,HP2=0.5,HP3=10)
plot(testbvarm,save=F)
IRF(testbvarm,save=F)
forecast(testbvarm,shocks=TRUE,back_data=10,save=FALSE)

## End(Not run)

kthohr/BMR documentation built on May 20, 2019, 7:04 p.m.