distribution {dse2}R Documentation

Plot distribution of estimates

Description

Plot distribution of estimates.

Usage

    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)

Arguments

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.

Details

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.

Value

None

See Also

eval.estimation

Examples

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)