plot.VARDetect.result {VARDetect} | R Documentation |
Plotting the output from VARDetect.result class
Description
Plotting method for S3 object of class VARDetect.result
Usage
## S3 method for class 'VARDetect.result'
plot(
x,
display = c("cp", "param", "granger", "density"),
threshold = 0.1,
layout = c("circle", "star", "nicely"),
...
)
Arguments
x |
a |
display |
a character string, indicates the object the user wants to plot; possible values are
|
threshold |
a positive numeric value, indicates the threshold to present the entries in the sparse matrices |
layout |
a character string, indicating the layout of the Granger network |
... |
not in use |
Value
A plot for change points or a series of plots for Granger causal networks for estimated model parameters
Examples
nob <- 1000
p <- 15
brk <- c(floor(nob / 3), floor(2 * nob / 3), nob + 1)
m <- length(brk)
q.t <- 1
try <- simu_var('sparse',nob=nob,k=p,lags=q.t,brk=brk,sp_pattern="off-diagonal",seed = 1)
data <- try$series
data <- as.matrix(data)
fit <- tbss(data, method = "sparse", q = q.t)
plot(fit, display = "cp")
plot(fit, display = "param")
plot(fit, display = "granger", threshold = 0.2, layout = "nicely")
plot(fit, display = "density", threshold = 0.2)
[Package VARDetect version 0.1.8 Index]