factorstochvol: corimageplot – R documentation

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factorstochvol

corimageplot

Plot correlation matrices for certain points in time

Description

corimageplot plots the model-implied correlation matrices for one or several points in time.

Usage

corimageplot(
  x,
  these = seq_len(nrow(x$y)),
  order = "original",
  these4order = these,
  plotdatedist = 0,
  plotCI = "n",
  date.cex = 1.5,
  col = NULL,
  fsvsimobj = NULL,
  plottype = "corrplot",
  ...
)

Arguments

`x`	Object of class `'fsvdraws'`, usually resulting from a call to `fsvsample`.
`these`	Index vector containing the time points to plot. Defaults to `seq_len(nrow(x$y))`.
`order`	String, where `'none'` and `'original'` indicate not to mess with the series ordering. Other keywords (e.g. `'hclust'`) will be forwarded to `corrMatOrder`.
`these4order`	Index vector containing the time points used for ordering. Probably, the default (`these`) is what you want.
`plotdatedist`	Numerical value indicating where the dates should be plotted.
`plotCI`	String. If not equal to 'n', posterior credible regions are added (posterior mean +/- 2 posterior sd). Ignored if `plottype` is "imageplot".
`date.cex`	Size multiplier for the dates.
`col`	Color palette or NULL (the default).
`fsvsimobj`	To indicate data generating values in case of simulated data, pass an object of type `fsvsim` (usually the result of a call to `fsvsim`).
`plottype`	Indicates which type of plot should be drawn. Can be "corrplot" for `corrplot` (recommended for up to around 20 series), or "imageplot" for a simpler `image` plot.
`...`	Additional parameters will be passed on to `corrplot`. Ignored if `plottype` is "imageplot".

Value

Returns x invisibly.

Note

If correlations haven't been stored during sampling, corimageplot produces an error.