MCMCpack: plotChangepoint – R documentation

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MCMCpack

plotChangepoint

Posterior Density of Regime Change Plot

Description

Plot the posterior density of regime change.

Usage

plotChangepoint(
  mcmcout,
  main = "Posterior Density of Regime Change Probabilities",
  xlab = "Time",
  ylab = "",
  verbose = FALSE,
  start = 1,
  overlay = FALSE
)

Arguments

`mcmcout`	The `mcmc` object containing the posterior density sample from a changepoint model. Note that this must have a `prob.state` attribute.
`main`	Title of the plot
`xlab`	Label for the x-axis.
`ylab`	Label for the y-axis.
`verbose`	If `verbose=TRUE`, expected changepoints are printed.
`start`	The time of the first observation to be shown in the time series plot.
`overlay`	If `overlay=TRUE`, the probability of each regime change is drawn separately, which will be useful to draw multiple plots in one screen. See the example in `MCMCpoissonChange`. Otherwise, multiple plots of regime change probabilities will be drawn.

plotChangepoint

Description

Usage

Arguments

See Also

MCMCpack

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