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

BootTOS

Examples

#
v <- rnorm(512)
## Not run: v.BootTOS <- BootTOS(v)
## Not run: plot(v.BootTOS)

[Package costat version 2.4.1 Index]