strucchange: plot.mefp – R documentation

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plot.mefp

Plot Methods for mefp Objects

Description

This is a method of the generic plot function for for "mefp" objects as returned by mefp or monitor. It plots the empirical fluctuation process (or a functional thereof) as a time series plot, and includes boundaries corresponding to the significance level of the monitoring procedure.

Usage

## S3 method for class 'mefp'
plot(x, boundary = TRUE, functional = "max", main = NULL,
    ylab = "Empirical fluctuation process", ylim = NULL, ...)

Arguments

`x`	an object of class `"mefp"`.
`boundary`	if `FALSE`, plotting of boundaries is suppressed.
`functional`	indicates which functional should be applied to a multivariate empirical process. If set to `NULL` all dimensions of the process (one process per coefficient in the linear model) are plotted.
`main, ylab, ylim, ...`	high-level `plot` function parameters.

Examples

df1 <- data.frame(y=rnorm(300))
df1[150:300,"y"] <- df1[150:300,"y"]+1
me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
              alpha=0.05)
me2 <- monitor(me1, data=df1)

plot(me2)

strucchange

Testing, Monitoring, and Dating Structural Changes

v1.5-2

GPL-2 | GPL-3

Authors

Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Friedrich Leisch [aut], Kurt Hornik [aut], Christian Kleiber [aut], Bruce Hansen [ctb], Edgar C. Merkle [ctb]

Initial release

2019-10-12