| 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 mcmc object containing the posterior density sample from a changepoint model. Note that this must have a prob.state attribute. |
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 MCMCpoissonChange. Otherwise, multiple plots of regime change probabilities will be drawn. |
Jong Hee Park, jhp@uchicago.edu, http://home.uchicago.edu/~jhp/.
MCMCpoissonChange, MCMCbinaryChange