plot.PP {QRMlib}R Documentation

Plot Point Process

Description

creates a picture of an unmarked point process.

Usage

## S3 method for class 'PP':
plot(x, ...)

Arguments

x a point process object of class PP which must be unmarked
... further parameters which may be passed to the plot function (see R help about the plot function for further information)

Details

Creates an appropriate plot on graphical device. The input variable x will be internally separated into starttime and endtime values to pass to plot.stepfun()

Author(s)

documentation by Scott Ulman for R-language distribution

See Also

extremalPP, unmark

Examples

data(sp500);
sp500.nreturns <- -mk.returns(sp500);
window <- (seriesPositions(sp500.nreturns) > 
      timeDate("1995-12-31",format = "%Y-%m-%d")) &
        (seriesPositions(sp500.nreturns) < 
            timeDate("2004-01-01",format = "%Y-%m-%d"));
sp500.nreturns <- sp500.nreturns[window];
#The following functions are contained in functionsHawkes.R. 
#Plot the 100 largest exceedances. Create an MPP (marked point process) class 
tmp <- extremalPP(sp500.nreturns,ne=100);
#Be sure to graph with plot.PP instead of plot.MPP:
tmp2 <- unmark(tmp);
plot.PP(tmp2);

[Package QRMlib version 1.4.4 Index]