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comtimeplot

Plot comunalities over time.


Description

comtimeplot plots the communalities over time, i.e. the series-specific percentage of variance explained through the common factors.

Usage

comtimeplot(
  x,
  fsvsimobj = NULL,
  show = "series",
  maxrows = 5,
  ylim = c(0, 100)
)

Arguments

x

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

fsvsimobj

Object of class 'fsvsim' (or NULL), usually resulting from a call to fsvsim. Defaults to NULL.

show

Indicator whether to show joint ('joint'), series-specific ('series'), or both ('both') communalities.

maxrows

Single positive integer denoting the maximum number of series in each plot. Defaults to 5.

ylim

Vector of length two denoting the range of the horizontal axis. Defaults to 1.

Details

This function displays the joint (average) communalities over time and all series-specific communalities. If communalities haven't been stored during sampling, comtimeplot produces an error.

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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