gammahist {GammaTest} | R Documentation |
Plots the Gamma statistics returned by a full embedding search in the form of a histogram.
gammahist(fe.results, ...)
fe.results |
The returned results from a full embedding search. |
... |
Graphical parameters (e.g. setting the colour) |
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.
Samuel E. Kemp. To report any bugs or suggestions please email: sekemp@glam.ac.uk
# 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")