stochvol: paratraceplot.svdraws – R documentation

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paratraceplot.svdraws

Trace Plot of MCMC Draws from the Parameter Posteriors

Description

Displays a plot of iterations vs. sampled values the parameters mu, phi, sigma (and potentially nu or rho), with a separate plot per variable.

Usage

## S3 method for class 'svdraws'
paratraceplot(
  x,
  mar = c(1.9, 1.9, 1.9, 0.5),
  mgp = c(2, 0.6, 0),
  simobj = NULL,
  ...
)

Arguments

`x`	`svdraws` object.
`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 `matplot` function.

Details

paratraceplot is modeled after traceplot in the coda package, with very minor modifications.

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.