plot.threshold {fnets} | R Documentation |
Plotting the thresholding procedure
Description
Plotting method for S3 objects of class threshold
.
Produces a plot visualising three diagnostics for the thresholding procedure, with threshold values t_k (x axis) against
(i) Ratio_k, the ratio of the number of non-zero to zero entries in the matrix, as the threshold varies
(ii) Diff_k, the first difference of Ratio_k
(iii) |CUSUM_k|, the absolute scaled cumulative sums of Diff_k
Usage
## S3 method for class 'threshold'
plot(x, plots = c(TRUE, FALSE, TRUE), ...)
Arguments
x |
|
plots |
logical vector, which plots to use (Ratio, Diff, CUSUM respectively) |
... |
additional arguments |
Details
See Owens, Cho and Barigozzi (2024+) for further details.
Value
A network plot produced as per the input arguments
References
Owens, D., Cho, H. & Barigozzi, M. (2024+) fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling. The R Journal (to appear).
See Also
Examples
## Not run:
library(fnets)
out <- fnets(data.unrestricted,
var.args = list(n.cores = 2)
)
# Granger-causal network
th1 <- threshold(out$idio.var$beta)
plot(th1)
print(th1)
# Partial correlations
th2 <- threshold(out$lrpc$pc)
# Long-run partial correlations
th3 <- threshold(out$lrpc$lrpc)
## End(Not run)