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autoplot.regime_model

regime_model object ggplot for the outputs on the function outputs mtarns and mtastr


Description

Produces a ggplot object for the results of the mtarns and mtarstr functions.

Usage

## S3 method for class 'regime_model'
autoplot(object, type = 1,...)

Arguments

object

Object of class “regime_model”. Not NULL

type

character string giving the type of plot to be computed. Allowed values are 1 for "Thresholds chains" (the default), 2 for “Sigma chains”, 3 for “Theta chains”, 4 for “Gamma chains” or 5 for “Output process fit

...

other arguments passed to specific methods

Details

Graph the strings for the outputs corresponding to the functions “mtarns” and “mtarstr” which return an object of class “regime_model”. The chains corresponding to the samplings in each case do not contain the burning period.

Value

Return a ggplot object.

Author(s)

Valeria Bejarano vbejaranos@unal.edu.co & Andrey Rincon adrincont@unal.edu.co

References

Calderon, S. and Nieto, F. (2017) Bayesian analysis of multivariate threshold autoregress models with missing data. Communications in Statistics - Theory and Methods 46 (1):296–318. doi:10.1080/03610926.2014.990758.

See Also

Examples

library(ggplot2)
data("datasim")
data = datasim$Sim$Zt
parameters = list(l = 1,orders = list(pj = 1))
initial = mtarinipars(tsregime_obj = tsregime(data),
                      list_model = list(pars = parameters))
estim1 = mtarns(ini_obj = initial,niter = 500,chain = TRUE)

autoplot.regime_model(estim1,2)
autoplot.regime_model(estim1,3)

autoplot.regime_model(estim1,5)

BMTAR

Bayesian Approach for MTAR Models with Missing Data

v0.1.1
GPL (>= 2)
Authors
Valeria Bejarano Salcedo <vbejaranos@unal.edu.co>, Sergio Alejandro Calderon Villanueva <sacalderonv@unal.edu.co> Andrey Duvan Rincon Torres <adrincont@unal.edu.co>
Initial release
2021-01-18

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