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voltimeplot

Plot series-specific volatilities over time.


Description

voltimeplot plots the marginal volatilities over time, i.e. the series-specific conditional standard deviations. If these haven't been stored during sampling (because runningstore has been set too low), voltimeplot throws a warning.

Usage

voltimeplot(x, these = seq_len(nrow(x$y)), legend = "topright", ...)

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)), i.e., all timepoints.

legend

Where to position the legend. If set to NULL, labels will be put directly next to the series. Defaults to "topright".

...

Additional parameters will be passed on to ts.plot.

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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