TV_heatmap {shrinkTVPVAR} | R Documentation |
TV_heatmap
plots a heatmap of posterior distribution for hyperparameters
of a time-varying parameter coefficient matrix in a TVP-VAR model. This is achieved
by plotting the median of the posterior of the absolute value for theta_sr
and the
median of the posterior for all others. The plot itself is generated by
lattice::levelplot
.
beta_mean
and theta_sr
will most likely be of interest here.
TV_heatmap(x, cuts = 15, cols, max_val, flipcols, ...)
x |
|
cuts |
single integer value, determining the number of cuts for the color palette. The default value is 15. |
cols |
character string, determining the color palette to be used. The default value is "Purples" for |
max_val |
numeric value, determining the maximum value for the color palette. If missing, the maximum value is determined by the largest absolute value of the data. |
flipcols |
logical value, determining whether the color palette should be flipped. The default value is |
... |
further arguments to be passed to |
Called for its side effects and returns invisibly.
Peter Knaus peter.knaus@wu.ac.at
Other plotting functions:
density_plotter()
,
plot.mcmc.tvp.var()
,
plot.mcmc.var()
,
plot.shrinkTVPVAR()
,
plot.shrinkTVPVAR_fit()
,
plot.shrinkTVPVAR_forc()
,
state_plotter()
set.seed(123)
sim <- simTVPVAR(p = 2)
data <- sim$data
res <- shrinkTVPVAR(data, p = 2)
TV_heatmap(res$theta_sr)