plot-QPBoot: Plot the values of a 'QPBoot'.

Description Usage Arguments Value

Description

Creates a K x K plot depicting a smoothed quantile periodogram. Optionally pointwise confidence intervals from the parametric bootstrap can be displayed. In each of the subplots either the real part (on and below the diagonal; i. e., tau1 <= tau2) or the imaginary parts (above the diagonal; i. e., tau1 > tau2) of

the smoothed quantile periodogram (blue line)

pointwise confidence intervals from the parametric bootstrap (light gray area)

for the combination of levels tau1 and tau2 denoted on the left and bottom margin of the plot are displayed. The method argument determines how the confidence intervalls are calculated.

quantile

calculates the (1-α/2) and α/2 quantiles from the bootstrap

norm

asymptotic normality of the smoothed Periodograms is used, mean and standard deviation are estimated from the bootstrap

Usage

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## S4 method for signature 'QPBoot,ANY'
plot(x, ptw.CIs = 0.1, method = "quantiles",
  ratio = 3/2, widthlab = lcm(1), xlab = expression(omega/2 * pi),
  ylab = NULL, type.scaling = c("individual", "real-imaginary", "all"),
  frequencies = x@sPG@frequencies, levels = intersect(x@sPG@levels[[1]],
  x@sPG@levels[[2]]))

Arguments

x

The SmoothedPG object to plot

ptw.CIs

the confidence level for the conspec = garchSpec(model = param)fidence intervals to be displayed; must be a number from [0,1]; if null, then no confidence intervals will be plotted.

method

either "quantile" or "norm", determines how the confidence intervalls are calculated. see description for details

ratio

quotient of width over height of the subplots; use this parameter to produce landscape or portrait shaped plots.

widthlab

width for the labels (left and bottom); default is lcm(1), cf. layout.

xlab

label that will be shown on the bottom of the plots; can be an expression (for formulas), characters or NULL to force omission (to save space).

ylab

label that will be shown on the left side of the plots; can be an expression (for formulas), characters or NULL to force omission (to save space).

type.scaling

a method for scaling of the subplots; currently there are three options: "individual" will scale each of the K^2 subplots to minimum and maximum of the values in that plot, "real-imaginary" will scale each of the subplots displaying real parts and each of the subplots displaying imaginary parts to the minimum and maximum of the values display in these subportion of plots. The option "all" will scale the subplots to the minimum and maximum in all of the subplots.

frequencies

a set of frequencies for which the values are to be plotted.

levels

a set of levels for which the values are to be plotted.

Value

Returns the plot described in the Description section.


stefanbirr/QPBoot documentation built on May 30, 2019, 10:43 a.m.