gammahist {GammaTest}R Documentation

The Gamma Histogram

Description

Plots the Gamma statistics returned by a full embedding search in the form of a histogram.

Usage

gammahist(fe.results, ...)

Arguments

fe.results The returned results from a full embedding search.
... Graphical parameters (e.g. setting the colour)

Details

The Gamma histogram is a useful way to represent a full embedding search. Here, the range of Gamma statistics is divided into bins and the frequency of the Gamma statistics per-bin is plotted vertically. The left-most area on the histogram is known as the low Gamma region, conversly, the right-most area on the histogram is known as the high Gamma region.

Author(s)

Samuel E. Kemp. To report any bugs or suggestions please email: sekemp@glam.ac.uk

See Also

gammatest fesearch hist

Examples

# Example on an AR(1) process
ts.sim  <- arima.sim(500, model=list(ar=0.9), sd=sqrt(1))
gfts.sim <- dvec(ts.sim, 3)
my.fe   <- fesearch(gfts.sim) # Run full embedding on 10 previous lags
gammahist(my.fe, col="red")

[Package GammaTest version 1.1 Index]