Plots posterior draws and posterior means of the eigenvalues of crossprod(facload)
evdiag computes, returns, and visualizes the eigenvalues of crossprod(facload).
This can be used as a rough guide to choose the numbers of factors in a model.
evdiag(x)
x |
Object of class |
Invisibly returns a matrix with posterior samples of the eigenvalues of crossprod(facload)
Experimental feature. Please be aware that - for the sake of simplicity and interpretability - both the time-varying idiosyncratic as well as the time-varying factor volatilities are simply ignored.
Other plotting:
comtimeplot(),
corimageplot(),
corplot(),
cortimeplot(),
facloadcredplot(),
facloaddensplot(),
facloadpairplot(),
facloadpointplot(),
facloadtraceplot(),
logvartimeplot(),
paratraceplot(),
plot.fsvdraws(),
plotalot(),
voltimeplot()
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