dffm.MSEplot: Plot of the MSE of different combinations of factors and lags

In ottosven/dffm: Approximate Functional Factor Model

Plot of the MSE of different combinations of factors and lags

Description

A function that produces a 3D-plot of the mean squared errors from the dffm.criterion function. For more information about the mse, see the fts.criterion function.

Usage

dffm.MSEplot(criterion, kmax, pmax, rotate = NULL, cex.main = NULL, ...)

Arguments

criterion	Must be an output of the fts.criterion function.
kmax	A parameter specifying the maximum number of factors used in the 3D plot.
pmax	A parameter specifying the maximum number lags used in the 3D plot.
rotate	Parameter to change the horizontal rotation of the 3D plot. If NULL rotate will be set to 120. NULL is default.
cex.main	Parameter to change the font size of the headline. If NULL cex.main will be set to 1.2. NULL is default.
...	Option to change parameters in surf3D().

Value

A 3D plot of the mse errors from the dffm.criterion function.

Examples

# with dffm.criterion
JKV = load.JKV()
JKV.fda = fda.preprocess(data = JKV)
dffm.MSEplot(fts.criterion(JKV.fda, p.max = 8), kmax = 15, pmax = 8)

ottosven/dffm documentation built on Feb. 23, 2025, 1:15 p.m.