Welcome | State space notation | Functions | > plot.ssm |
Last update Apr 29, 2003 |
DESCRIPTION:Produces various plots based on a ssm object.
USAGE:plot(ssm)
REQUIRED ARGUMENTS:
OPTIONAL ARGUMENTS:
VALUE:Produces the following plots:
SIDE EFFECTS:None.
DETAILS:None.
REFERENCES:Klein, (2003), State Space Modeling of Expontial Family Data, Ph.D. Thesis, Department of Statistics, University of Southern Denmark.EXAMPLES:# Specify a state space model ss <- ssm(Ft = function(i,x,phi) {c(1,1)}, Gt = function(i,x,phi) {matrix(c(0.8,0,0,0),ncol=2,byrow=T)}, Wt = function(i,x,phi) {diag(2)/2}, m0 = c(0,0), C0 = diag(10,2), nt = rep(10,50), fam = "binomial", link = "logit") # Simulate observations ss <- simulate.ssm(ss, n=50) # Apply the extended Kalman filter ss <- kal.fil.bin.logit(ss) # Plot ss using plot.ssm plot(ss, pch=16) |