| plot.sePP {QRMlib} | R Documentation |
plots a fitted self-exciting point process model, either unmarked or marked
plot.sePP(x,...)
x |
a fitted self-exciting point process model created by either fit.sePP or fit.seMPP. ‘x’ is the generic value passed to all S3 plot functions. |
... |
further parameters which may be passed to the plot function (see R help about the plot function for further information) |
Creates an appropriate plot on graphical device. The input variable will be internally separated into x and y values to pass to plot()
documentation by Scott Ulman for R-language distribution
data(sp500);
sp500.nreturns <- -mk.returns(sp500);
window <- (seriesPositions(sp500.nreturns) > timeDate("12/31/1995",
format = "%m/%d/%Y")) & (seriesPositions(sp500.nreturns) <
timeDate("01/01/2004",format = "%m/%d/%Y"));
sp500.nreturns <- sp500.nreturns[window];
tmp <- extremalPP(sp500.nreturns,ne=100);
mod2a <- fit.sePP(tmp,mark.influence=FALSE,std.errs=TRUE);
plot.sePP(mod2a);