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paratraceplot

Trace plots of parameter draws.


Description

paratraceplot draws trace plots of all parameters (mu, phi, sigma). Can be an important tool to check MCMC convergence if inference about (certain) parameters is sought.

Usage

## S3 method for class 'fsvdraws'
paratraceplot(x, fsvsimobj = NULL, thinning = NULL, maxrows = 3, ...)

Arguments

x

Object of class 'fsvdraws', usually resulting from a call to fsvsample.

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).

thinning

Plot every thinningth draw.

maxrows

Indicates the maximum number of rows to be drawn per page.

...

Ignored.

Value

Returns x invisibly.

See Also


factorstochvol

Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

v0.10.2
GPL (>= 2)
Authors
Gregor Kastner [aut, cre] (<https://orcid.org/0000-0002-8237-8271>), Darjus Hosszejni [ctb] (<https://orcid.org/0000-0002-3803-691X>)
Initial release

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