Description Usage Arguments Value
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.
calculates the (1-α/2) and α/2 quantiles from the bootstrap
asymptotic normality of the smoothed Periodograms is used, mean and standard deviation are estimated from the bootstrap
1 2 3 4 5 6 | ## 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]]))
|
x |
The |
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
|
xlab |
label that will be shown on the bottom of the plots; can be
an expression (for formulas), characters or |
ylab |
label that will be shown on the left side of the plots;
can be an expression (for formulas), characters or
|
type.scaling |
a method for scaling of the subplots; currently there
are three options: |
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. |
Returns the plot described in the Description section.
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