distribution {dse2}R Documentation

Plot distribution of estimates

Description

Plot distribution of estimates.

Usage

    distribution(obj, ...)
     ## S3 method for class 'TSdata':
     distribution(obj, ..., bandwidth=0.2, 
             select.inputs = seq(length= nseriesInput(obj)),
             select.outputs= seq(length=nseriesOutput(obj)))
     ## Default S3 method:
     distribution(obj, ..., bandwidth=0.2, series=NULL)
     ## S3 method for class 'coefEstEval':
     distribution(obj, ...,  Sort=FALSE, bandwidth=0.2,
        graphs.per.page=5)
     ## S3 method for class 'rootsEstEval':
     distribution(obj, ..., mod=TRUE, invert=FALSE, Sort=FALSE,
        bandwidth=0.2, select=NULL)

Arguments

obj an object as returned by EstEval.
Sort if Sort is true then sort is applied. This helps (a bit) with estimation methods like black.box which may not return parameters of the same length or in the same order.
bandwidth passed to density or ksmooth.
graphs.per.page integer indicating number of graphs to place on a page.
series series to be plotted. (passed to selectSeries)
select.inputs series to be plotted. (passed to selectSeries)
select.outputs series to be plotted. (passed to selectSeries)
... other objects to be plotted (not working for some methods).
invert logical indicating if the inverse of roots should be plotted
mod logical indicating if the modulus of roots should be plotted
select integer vector indicating roots to be plotted. If select is not NULL then roots are sorted by magnitude and only the indicated roots are plotted. For example, select=c(1,2) will plot only the two largest roots.

Details

ksmooth is applied if available to get a smoothed estimate of the distribution of the estimates. If ksmooth is not available then density is applied if it is available.

Value

None

See Also

EstEval

Examples

data("eg1.DSE.data.diff", package="dse1")
model <- estVARXls(TSdata(output=outputData(eg1.DSE.data.diff)), max.lag=2)
# now use this as the true model
z <-  EstEval(model, 
    estimation="estVARXls", estimation.args=list(max.lag=2))
distribution(z) 
tfplot(z)

[Package dse2 version 2008.10-1 Index]