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facloadpointplot

Displays point estimates of the factor loadings posterior.


Description

facloadpointplot illustrates point estimates (mean, median, ...) of the estimated factor loadings matrix.

Usage

facloadpointplot(
  x,
  fsvsimobj = NULL,
  statistic = "median",
  cex = 6.5,
  alpha = 0.2,
  allpairs = FALSE,
  col = NULL
)

Arguments

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).

statistic

Character string indicating which posterior statistic should be displayed.

cex

Controls the size of the dots.

alpha

Controls the level of transparency.

allpairs

Logical value; if set to TRUE, all possible pairwise combinations will be plotted.

col

Vector of length m (number of component series), containing rgb-type color codes used for plotting. Will be recycled if necessary.

Value

Returns x invisibly, throws a warning if there aren't any factors to plot.

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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