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)