factorstochvol: corplot – R documentation

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corplot

Plots pairwise correlations over time

corplot gives an overview of (certain) pairwise correlations. Throws a warning if these haven't been stored during sampling.

corplot(
  x,
  fsvsimobj = NULL,
  these = 1:(ncol(x$y) * (ncol(x$y) - 1)/2),
  start = 1,
  end = nrow(x$y),
  maxrows = 10,
  ...
)

`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`).
`these`	Indicator which correlations should be plotted. Default is all.
`start`	First point in time to plot.
`end`	Last point in time to plot.
`maxrows`	The maximum number of rows per page.
`...`	Other arguments will be passed on to `ts.plot`.

Returns x invisibly.