distribution.monte.carlo.simulations {dse2}R Documentation

Generate distribution plots of Monte Carlo simulations

Description

Generate distribution plots of Monte Carlo simulations.

Usage

    distribution(obj,
        select.series=seq(dim(obj$simulations)[2]),
        x.sections=T, periods=1:3, graphs.per.page=5)

Arguments

obj The result of monte.carlo.simulation.
select.series The series which should be plotted. The default gives all series.
x.sections If T then kernel density estimates are plotted for periods indicated by periods. If F 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 F.
periods The periods at which the distribution should be calculated and plotted. The default gives the first three.
graphs.per.page The number of graphs to put on a page.

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=T).

Value

None

See Also

tfplot.monte.carlo.simulations

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- est.VARX.ls(eg1.DSE.data.diff)
z <-  monte.carlo.simulations(model)
distribution(z)