plot.sePP {QRMlib} | R Documentation |
plots a fitted self-exciting point process model, either unmarked or marked
## S3 method for class 'sePP': plot(x,...)
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) |
Creates an appropriate plot on graphical device. The input variable will be internally separated into x and y values to pass to plot()
documentation by Scott Ulman for R-language distribution
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);