distribution.MonteCarloSimulations {dse2}R Documentation

Generate distribution plots of Monte Carlo simulations

Description

Generate distribution plots of Monte Carlo simulations.

Usage

    ## S3 method for class 'MonteCarloSimulations':
    distribution(obj,
        series=seq(dim(obj$simulations)[2]),
        x.sections=TRUE, periods=1:3, graphs.per.page=5, ...)

Arguments

obj The result of MonteCarloSimulations.
series The series which should be plotted. The default gives all series.
x.sections If TRUE then kernel density estimates are plotted for periods indicated by periods. If FALSE then a time series plots of the mean and estimates 1 and 2 standard deviations from the mean. Periods is ignored if x.sections is FALSE.
periods The periods at which the distribution should be calculated and plotted. The default gives the first three.
graphs.per.page integer indicating number of graphs to place on a page.
... (further arguments, currently disregarded).

Details

Kernel estimates of the densities (series by series, not joint densities) are estimated using ksmooth (if available) or density (if available) to produces density plots. Output graphics can be paused between pages by setting par(ask=TRUE).

Value

None

See Also

tfplot.MonteCarloSimulations

Examples

data("eg1.DSE.data.diff", package="dse1")
model <- estVARXls(eg1.DSE.data.diff)
z <-  MonteCarloSimulations(model)
distribution(z)

[Package dse2 version 2008.10-1 Index]