stochvol: paradensplot – R documentation

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paradensplot

Probability Density Function Plot for the Parameter Posteriors

Description

Displays a plot of the density estimate for the posterior distribution of the parameters mu, phi, sigma (and potentially nu or rho), computed by the density function.

Usage

paradensplot(
  x,
  showobs = TRUE,
  showprior = TRUE,
  showxlab = TRUE,
  mar = c(1.9, 1.9, 1.9, 0.5),
  mgp = c(2, 0.6, 0),
  simobj = NULL,
  ...
)

Arguments

`x`	`svdraws` object.
`showobs`	logical value, indicating whether the observations should be displayed along the x-axis. If many draws have been obtained, the default (`TRUE`) can render the plotting to be quite slow, and you might want to try setting `showobs` to `FALSE`.
`showprior`	logical value, indicating whether the prior distribution should be displayed. The default value is `TRUE`.
`showxlab`	logical value, indicating whether the x-axis should be labelled with the number of iterations and the bandwith obtained from `density`. The default value is `TRUE`.
`mar`	numerical vector of length 4, indicating the plot margins. See `par` for details. The default value is `c(1.9, 1.9, 1.9, 0.5)`, which is slightly smaller than the R-defaults.
`mgp`	numerical vector of length 3, indicating the axis and label positions. See `par` for details. The default value is `c(2, 0.6, 0)`, which is slightly smaller than the R-defaults.
`simobj`	object of class `svsim` as returned by the SV simulation function `svsim`. If provided, “true” data generating values will be added to the plots.
`...`	further arguments are passed on to the invoked `plot` function.

Details

paradensplot is modeled after densplot in the coda package, with some modifications for parameters that have (half-)bounded support.

Value

Called for its side effects. Returns argument x invisibly.

Note

You can call this function directly, but it is more commonly called by the plot.svdraws method.