plot.PF_EM

Short hand to call <code>plot.PF_clouds</code>.

Contains functions that lets you fit dynamic hazard models using
state space models. The first implemented model is described in Fahrmeir
(1992) <doi:10.1080/01621459.1992.10475232> and Fahrmeir (1994)
<doi:10.1093/biomet/81.2.317>. Extensions hereof are available where the
Extended Kalman filter is replaced by an unscented Kalman filter.
See Christoffersen (2021) <doi:10.18637/jss.v099.i07> for more details.
Particle filters and smoothers are also supported more general state space
models.

Benjamin Christoffersen

dynamichazard

Dynamic Hazard Models using State Space Models

Alan Miller

Anthony Williams

Boost developers 

R-core 

plot.PF_EM function

<dl><dt>x</dt>
<dd>an object of class <code>PF_EM</code>.</dd>
<dt>y</dt>
<dd>unused.</dd>
<dt>...</dt>
<dd>arguments to <code>plot.PF_clouds</code>.</dd></dl>

Arguments

Plot for a PF_EM Object — plot.PF_EM

<dl>

<dt>x</dt>
<dd>an object of class <code>PF_EM</code>.</dd>


<dt>y</dt>
<dd>unused.</dd>


<dt>...</dt>
<dd>arguments to <code>plot.PF_clouds</code>.</dd>

</dl>

plot.PF_EM: Plot for a PF_EM Object

Description

Usage

Value

Arguments