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:

ssm:
Object of class ssm (state space model).

OPTIONAL ARGUMENTS:

...:
Graphical parameters may also be supplied as arguments to this function (see help(par). In addition, the high-level graphics arguments described under plot.default and the arguments to title may be supplied to this function

VALUE:

Produces the following plots:
1:
2:

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)