Visualizing Coefficient Paths for Boosted crch Models
Description
Plot paths of coefficients or log-likelihood contributions for crch.boost models.
Usage
## S3 method for class 'crch.boost'
plot(x, loglik = FALSE,
standardize = TRUE, which = c("both", "location", "scale"),
mstop = NULL, coef.label = TRUE, col = NULL, ...)
Arguments
x
|
an object of class “crch.boost”.
|
loglik
|
logical whether log-likelihood contribution shall be plotted instead of coefficient value. |
standardize
|
logical whether coefficients shall be standardized. Not used if loglik = TRUE
|
which
|
which coefficients: “location” and “scale” plots only the coefficients for the location and scale part of the model respectively. “both” plots the coefficient paths of both parts in one graph.
|
mstop
|
Stopping iteration for which a vertical line is plotted. Possible choices are “max”, “aic”, “bic”, “cv”, “all”, or “no”. Default is the stopping iteration used for fitting.
|
coef.label
|
logical whether paths shall be labeled. |
col
|
Color(s) for the paths. If which=“both” a vector of two colors where the paths for the location are plotted in the first color and for the scale in the second color.
|
…
|
further arguments passed to plot.ts.
|
See Also
crch.boost,plot.ts