plotChangepoint {MCMCpack} | R Documentation |
Plot the posterior density of regime change.
plotChangepoint(mcmcout, main="Posterior Density of Regime Change Probabilities", xlab = "Time", ylab = "", verbose = FALSE, start=1, overlay=FALSE)
mcmcout |
The |
main |
Title of the plot |
xlab |
Label for the x-axis. |
ylab |
Label for the y-axis. |
verbose |
If verbose=TRUE, expected changepoints are printed. |
start |
The time of the first observation to be shown in the time series plot. |
overlay |
If overlay=TRUE, the probability of each regime change is drawn separately, which will be useful to draw multiple plots in one screen. See the example in |
Jong Hee Park, jhp@uchicago.edu, http://home.uchicago.edu/~jhp/.
MCMCpoissonChange
, MCMCbinaryChange