gsm.plot {GSM}R Documentation

Plot of a Gamma Shape Mixture Model

Description

This function plots the output of a Gamma Shape Mixture estimation procedure.

Usage

   gsm.plot(v,y,ndens=5,xlim=c(min(y),max(y)),ylim=c(0,max(v$ff)),xlab="x",ylab="density",nbin=10,histogram=FALSE,bands=FALSE)

Arguments

v list returned by the gsm or gsm.theta functions.
y vector of data to use in the analysis.
ndens number of simulated density curves to plot.
xlim the x limits (x1, x2) of the plot.
ylim the y limits of the plot.
xlab a title for the x axis.
ylab a title for the y axis.
nbin number of bins for the histogram.
histogram logical; if TRUE the histogram is plotted on the figure.
bands logical; if TRUE the 95% credibility bands are overimposed on the density graph.

Details

To produce a standard histogram with the estimated density curve superimposed on it, simply set ndens to 0 and histogram to TRUE.

Author(s)

Sergio Venturini sergio.venturini@unibocconi.it

References

Venturini, S., Dominici, F., and Parmigiani, G., "Gamma Shape Mixtures for Heavy-Tailed Distributions" (December 2006). Johns Hopkins University, Dept. of Biostatistics Working Papers. Working Paper 124. http://www.bepress.com/jhubiostat/paper124

See Also

gsm, gsm.theta, rgsm.

Examples

set.seed(2040)
y <- rgsm(500,c(.1,.3,.4,.2),1)
burnin <- 100
J <- 250
gsm.out <- gsm(y,J,300,burnin+500,6500,340,1/J)
par(mfrow=c(2,2))
gsm.plot(gsm.out,y,ndens=5,nbin=20)
gsm.plot(gsm.out,y,ndens=0,nbin=20,histogram=TRUE)
gsm.plot(gsm.out,y,ndens=0,nbin=20,histogram=TRUE,bands=TRUE)
gsm.plot(gsm.out,y,ndens=5,nbin=20,histogram=TRUE,bands=TRUE)

[Package GSM version 0.1-2 Index]