plot.mefp {strucchange} | R Documentation |
Plot Methods for mefp Objects
Description
This is a method of the generic plot
function for
for "mefp"
objects as returned by mefp
or
monitor
. It plots the emprical fluctuation process (or a
functional therof) as a time series plot, and includes boundaries
corresponding to the significance level of the monitoring procedure.
Usage
## S3 method for class 'mefp':
plot(x, boundary = TRUE, functional = "max", main = NULL,
ylab = "Empirical fluctuation process", ylim = NULL, ...)
Arguments
x |
an object of class "mefp" . |
boundary |
if FALSE , plotting of boundaries is suppressed. |
functional |
indicates which functional should be applied to a
multivariate empirical process. If set to NULL all dimensions
of the process (one process per coefficient in the linear model) are
plotted. |
main, ylab, ylim, ... |
high-level plot function parameters. |
See Also
mefp
Examples
df1 <- data.frame(y=rnorm(300))
df1[150:300,"y"] <- df1[150:300,"y"]+1
me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
alpha=0.05)
me2 <- monitor(me1, data=df1)
plot(me2)
[Package
strucchange version 1.2-12
Index]