bsts (version 0.9.5)

plot.mbsts.prediction: Plot Multivariate Bsts Predictions

Description

Plot the posterior predictive distribution from an mbsts prediction object.

Usage

# S3 method for mbsts.prediction
plot(x,
     y = NULL,
     burn = 0,
     plot.original = TRUE,
     median.color = "blue",
     median.type = 1,
     median.width = 3,
     interval.quantiles = c(.025, .975),
     interval.color = "green",
     interval.type = 2,
     interval.width = 2,
     style = c("dynamic", "boxplot"),
     ylim = NULL,
     series.id = NULL,
     same.scale = TRUE,
     gap = 0,
     ...)

Arguments

x

An object of class bsts.prediction created by calling predict on a bsts object.

y

A dummy argument necessary to match the signature of the plot generic function. This argument is unused.

plot.original

Logical or numeric. If TRUE then the prediction is plotted after a time series plot of the original series. If FALSE, the prediction fills the entire plot. If numeric, then it specifies the number of trailing observations of the original time series to plot in addition to the predictions.

burn

The number of observations you wish to discard as burn-in from the posterior predictive distribution. This is in addition to the burn-in discarded using predict.bsts.

median.color

The color to use for the posterior median of the prediction.

median.type

The type of line (lty) to use for the posterior median of the prediction.

median.width

The width of line (lwd) to use for the posterior median of the prediction.

interval.quantiles

The lower and upper limits of the credible interval to be plotted.

interval.color

The color to use for the upper and lower limits of the 95% credible interval for the prediction.

interval.type

The type of line (lty) to use for the upper and lower limits of the 95% credible inerval for of the prediction.

interval.width

The width of line (lwd) to use for the upper and lower limits of the 95% credible inerval for of the prediction.

style

Either "dynamic", for dynamic distribution plots, or "boxplot", for box plots. Partial matching is allowed, so "dyn" or "box" would work, for example.

ylim

Limits on the vertical axis.

series.id

A factor, string, or integer used to indicate which of the multivariate series to plot. If NULL then predictions for all series will be plotted. If there are many series this can make the plot unreadable.

same.scale

Logical. If TRUE then all predictions are plotted with the same scale, and limits are drawn on the Y axis. If FALSE then each prediction is drawn to fill its plot region, and no tick marks are drawn on the y axis. If ylim is specified then it is used for all plots, and same.scale is ignored.

gap

The amount of space to leave between plots, measured in lines of text.

...

Extra arguments to be passed to PlotDynamicDistribution and lines.

Value

Returns NULL.

Details

Plots the posterior predictive distribution described by x using a dynamic distribution plot generated by PlotDynamicDistribution. Overlays the posterior median and 95% prediction limits for the predictive distribution.