distribution.MonteCarloSimulations {dse2} | R Documentation

## Generate distribution plots of Monte Carlo simulations

### Description

Generate distribution plots of Monte Carlo simulations.

### Usage

        ## S3 method for class 'MonteCarloSimulations':
        distribution(obj,
            series=seq(dim(obj$simulations)[2]),
            x.sections=TRUE, periods=1:3, graphs.per.page=5, ...)

### Arguments

`obj` | The result of MonteCarloSimulations.
`series` | The series which should be plotted. The default gives all series.
`x.sections` | If TRUE then kernel density estimates are plotted for periods indicated by periods. If FALSE then a time series plots of the mean and estimates 1 and 2 standard deviations from the mean. Periods is ignored if x.sections is FALSE.
`periods` | The periods at which the distribution should be calculated and plotted. The default gives the first three.
`graphs.per.page` | integer indicating number of graphs to place on a page.
`...` | (further arguments, currently disregarded).

### Details

Kernel estimates of the densities (series by series, not joint densities) are estimated using ksmooth (if available) or density (if available) to produces density plots. Output graphics can be paused between pages by setting par(ask=TRUE).

### Value

None

### See Also

`tfplot.MonteCarloSimulations`

### Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- estVARXls(eg1.DSE.data.diff)
    z <-  MonteCarloSimulations(model)
    distribution(z)

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