plot.monomvn: Plotting bmonomvn output

Description

Functions for visualizing the output from bmonomvn, particularly the posterior standard deviation estimates of the mean vector and covariance matrix, and samples from the solution to a Quadratic Program

Usage

# S3 method for monomvn
plot(x, which=c("mu", "S", "Snz", "Sinz", "QP"),
     xaxis=c("numna", "index"), main=NULL, uselog=FALSE, ...)

Value

The only output of this function is beautiful plots

Arguments

x: a "monomvn"-class object that must be named x for generic plotting
which: determines the parameter whose standard deviation to be visualized: the mean vector ("mu" for sqrt($mu.var)); the covariance matrix ("S" for sqrt($S.var)), or "S{i}nz" for sqrt($S{i}.nz), which both result in an image plot; or the distribution of solutions $W to a Quadratic Program that may be obtained by supplying QP = TRUE as input to bmonomvn
xaxis: indicates how x-axis (or x- and y-axis in the case of which = "S" || "S{i}nz") should be displayed. The default option "numna" shows the (ordered) number of missing entries (NAs) in the corresponding column, whereas "index" simply uses the column index; see details below
main: optional text to be added to the main title of the plots; the default of NULL causes the automatic generation of a title
uselog: a logical which, when TRUE, causes the log of the standard deviation to be plotted instead
...: passed to plot.default

Author

Robert B. Gramacy rbg@vt.edu

Details

Currently, this function only provides a visualization of the posterior standard deviation estimates of the parameters, and the distributions of samples from the posterior of the solution to a specified Quadratic Program. Therefore it only works on the output from bmonomvn

All types of visualization (specified by which) are presented in the order of the number of missing entries in the columns of the data passed as input to bmonomvn. In the case of which = "mu" this means that y-values are presented in the order x$o, where the x-axis is either 1:length(x$o) in the case of xaxis = "index", or x$na[x$o] in the case of xaxis = "numna". When which = "S" is given the resulting image plot is likewise ordered by x$o where the x- and y-axis are as above, except that in the case where xaxis = "numna" the repeated counts of NAs are are adjusted by small increments so that x and y arguments to image are distinct. Since a boxplot is used when which = "QP" it may be that xaxis = "index" is preferred

References

https://bobby.gramacy.com/r_packages/monomvn/