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MCMCpack (version 1.7-1)

plotState: Changepoint State Plot

Description

Plot the posterior probability that each time point is in each state.

Usage

plotState(
  mcmcout,
  main = "Posterior Regime Probability",
  ylab = expression(paste("Pr(", S[t], "= k |", Y[t], ")")),
  legend.control = NULL,
  cex = 0.8,
  lwd = 1.2,
  start = 1
)

Arguments

mcmcout

The mcmc object containing the posterior density sample from a changepoint model. Note that this must have a prob.state attribute.

main

Title of the plot.

ylab

Label for the y-axis.

legend.control

Control the location of the legend. It is necessary to pass both the x and y locations; i.e., c(x,y).

cex

Control point size.

lwd

Line width parameter.

start

The time of the first observation to be shown in the time series plot.

See Also

MCMCpoissonChange, MCMCbinaryChange