plot.sePP {QRMlib}R Documentation

Plot Self-Exciting Point Process

Description

plots a fitted self-exciting point process model, either unmarked or marked

Usage

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

Arguments

x a fitted self-exciting point process model created by either fit.sePP or fit.seMPP. ‘x’ is the generic value passed to all S3 plot functions.
... 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 will be internally separated into x and y values to pass to plot()

Author(s)

documentation by Scott Ulman for R-language distribution

See Also

fit.sePP, fit.seMPP

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];
tmp <- extremalPP(sp500.nreturns,ne=100); 
mod2a <- fit.sePP(tmp,mark.influence=FALSE,std.errs=TRUE); 
plot.sePP(mod2a);

[Package QRMlib version 1.4.4 Index]