plot_X.CI {DIFM}

Credible interval plot of common factors

Description

The functions builds the plot of 95% confidence intervals of the common realizations, X. The black solid lines are the posterior mean and the dased lines are the 95% confidence intervals.

Usage

plot_X.CI(Gibbs, burnin = NA, main.bool = FALSE, layout.dim = NA)

Arguments

Gibbs

Result of Gibbs sampler from DIFM function.

burnin

Number of burn-in. If not specified, it uses the first tenths as burn-in period.

main.bool

Add title of the plots.

layout.dim

Dimension of panel layout for multiple common factors. If not specificed, common factor plots are layout in one column.

Value

Credible interval plots of common factors