plot_mvforecast: Plot simulation predictions

In nicholasjclark/mvforecast: Tools to fit, interrogate and forecast multivariate statistical and machine learning timeseries models

Description

Plot simulation predictions

Usage

plot_mvforecast(
  simulation,
  main = "",
  ylab = "Y",
  ylim = NULL,
  non_negative = FALSE,
  xlab = "Horizon",
  plot_xaxis = TRUE
)

Arguments

simulation	matrix. The forecast object, which should be a horizon x simulation matrix similar to those returned by thief_vets
main	character. Optional label for the plot
ylab	character. Optional label for the y axis
ylim	Limits for the y-axis. Default is c(min(simulation, na.rm = T), max(simulation, na.rm = T))
non_negative	logical. If TRUE, intervals will be restricted to be non-negative
xlab	character. Optional label for the x axis
plot_xaxis	logical. Should the x-axis be plotted? Defaults to TRUE

Details

The forecast distribution is used to calculate highest posterior density credible estimates for the following intervals: c(0.95, 0.9, 0.85, 0.8, 0.75, 0.7)

Value

A base plot of the forecast medeian (red dashed line) and credible intervals as a gradient polygon

nicholasjclark/mvforecast documentation built on Dec. 22, 2021, 2:11 a.m.