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cortimeplot

Plot correlations over time.


Description

cortimeplot draws correlations over time.

Usage

cortimeplot(
  x,
  series,
  these = seq_len(nrow(x$y)),
  type = "cor",
  statistic = "mean"
)

covtimeplot(
  x,
  series,
  these = seq_len(nrow(x$y)),
  type = "cov",
  statistic = "mean"
)

Arguments

x

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

series

Single number, coercible to integer. Indicates the series relative to which correlations are drawn.

these

Index vector containing the time points to plot. Defaults to seq_len(nrow(x$y)).

type

What to plot, usually "cor" or "cov".

statistic

Which posterior summary should be plotted, usually "mean".

Details

This function displays one component series' time-varying correlations with the other components series. Throws an error if correlations haven't been stored during sampling.

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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