| distribution {dse2} | R Documentation |
Plot distribution of estimates.
distribution(obj, ...)
distribution(obj, bandwidth=0.2, series=NULL)
distribution(obj, bandwidth=0.2, series=NULL)
distribution(obj, ...)
distribution(obj, Sort=F, bandwidth=0.2,
graphs.per.page=5)
distribution(obj, mod=T, invert=F, Sort=F,
bandwidth=0.2, select=NULL)
obj |
An object as returned by eval.estimation. |
Sort |
If Sort is true then sort is applied. This helps (a bit) with estimation methods like black.box which may not return parameters of the same length or in the same order. |
bandwidth |
Passed to density or ksmooth. |
ksmooth is applied if available to get a smoothed
estimate of the distribution of the estimates. If ksmooth is not
available then density is applied if it is available.
None
if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- est.VARX.ls(TSdata(output=output.data(eg1.DSE.data.diff)), max.lag=2)
# now use this as the true model
z <- eval.estimation(model,
estimation="est.VARX.ls", estimation.args=list(max.lag=2))
distribution(z)
tfplot(z)