evdiag {factorstochvol}

Plots posterior draws and posterior means of the eigenvalues of crossprod(facload)

Description

evdiag computes, returns, and visualizes the eigenvalues of crossprod(facload). This can be used as a rough guide to choose the numbers of factors in a model.

Usage

evdiag(x)

Arguments

x

Object of class 'fsvdraws', usually resulting from a call to fsvsample.

Value

Invisibly returns a matrix with posterior samples of the eigenvalues of crossprod(facload)

Note

Experimental feature. Please be aware that - for the sake of simplicity and interpretability - both the time-varying idiosyncratic as well as the time-varying factor volatilities are simply ignored.

See Also

Other plotting: comtimeplot(), corimageplot(), corplot(), cortimeplot(), facloadcredplot(), facloaddensplot(), facloadpairplot(), facloadpointplot(), facloadtraceplot(), logvartimeplot(), paratraceplot(), plot.fsvdraws(), plotalot(), voltimeplot()