plot.onlineVAR {onlineVAR} | R Documentation |
Generates plots of estimated coefficient matrices for onlineVAR fits
by using the levelplot
function from lattice
.
## S3 method for class 'onlineVAR' plot(x, lag = 1, time = "last", s = NULL, col = NULL, at = NULL, xlab = "", ylab = "", ...)
x |
|
lag |
Lag for which coefficient matrix is plotted. |
time |
Time step from which coefficient matrix estimates are taken.
Default is |
s |
Optional index specifying which lambda in the lambda.ratio sequence to use. If not specified, optimum s is taken based on weighted squared error. |
col |
Color palette. Default is a color palette with reddish colors for negative and blueish colors for positive coefficients. |
at |
A numeric vector giving the breakpoints for the color palette. |
xlab |
A title for the x axis. |
ylab |
A title for the y axis. |
... |
Further arguments passed to |
data(aemo) ## use only subset of first 8000 time steps y <- aemo[1:8000,] ## fit online lasso VAR onlinefit <- onlineVAR(y, nu = 0.99, lags = 1, ahead = 1) ## plot coefficient matrix from last update plot(onlinefit)