plot.mlmc.test {mlmc} | R Documentation |
Plot an mlmc.test
object
Description
Produces diagnostic plots on the result of an mlmc.test
function call.
Usage
## S3 method for class 'mlmc.test'
plot(x, which = "all", cols = NA, ...)
Arguments
x |
an |
which |
a vector of strings specifying which plots to produce, or
|
cols |
the number of columns across to plot to override the default value. |
... |
additional arguments which are passed on to plotting functions. |
Details
Most of the plots produced are relatively self-explanatory. However, the consistency and kurtosis plots in particular may require some background. It is highly recommended to refer to Section 3.3 of Giles (2015), where the rationale for these diagnostic plots is addressed in full detail.
Value
No return value, called for side effects.
Author(s)
Louis Aslett <louis.aslett@durham.ac.uk>
References
Giles, M.B. (2015) 'Multilevel Monte Carlo methods', Acta Numerica, 24, pp. 259–328. Available at: doi:10.1017/S096249291500001X.
Examples
tst <- mlmc.test(opre_l, N = 2000000,
L = 5, N0 = 1000,
eps.v = c(0.005, 0.01, 0.02, 0.05, 0.1),
Lmin = 2, Lmax = 6,
option = 1)
tst
plot(tst)