plot.BootTOS {costat} | R Documentation |
Plots results of a Bootstrap Test of Stationarity
Description
Produces Bootstrap simulation result as a histogram with a vertical line indicating the test statistic computed on the actual data.
Usage
## S3 method for class 'BootTOS'
plot(x, ...)
Arguments
x |
The object you wish to get a plot on. |
... |
Other arguments to plot. |
Details
Produces a histogram of all the bootstrap statistics and the test statistic computed on the true data. Also produces a vertical line indicating the position of the true statistic.
Value
None.
Author(s)
G.P. Nason
References
Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1. Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.
See Also
Examples
#
v <- rnorm(512)
## Not run: v.BootTOS <- BootTOS(v)
## Not run: plot(v.BootTOS)
[Package costat version 2.4.1 Index]