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authorSuraj Yerramilli2016-02-24 15:05:10 +0530
committerSuraj Yerramilli2016-02-24 15:05:10 +0530
commit6737b33bb58a7b864326d0597aa683e8b1eb70a8 (patch)
treec49f85b81864840e4b0a0d3361814e0db91ad519 /R/nonparam.R
parent55b5704c4042761d1efc6f129b3068176fd50b04 (diff)
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changed impulseplot engine to ggplot2
Diffstat (limited to 'R/nonparam.R')
-rw-r--r--R/nonparam.R34
1 files changed, 19 insertions, 15 deletions
diff --git a/R/nonparam.R b/R/nonparam.R
index 487dbcd..99907e1 100644
--- a/R/nonparam.R
+++ b/R/nonparam.R
@@ -87,25 +87,29 @@ impulsechannel <- function(y,u,N,M,K=0,regul=F,lambda=1){
#' @param sig Significance Limits (Default: \code{0.975})
#'
#' @seealso \code{\link{impulseest}},\code{\link{step}}
+#' @import ggplot2
+#'
#' @export
plot.impulseest <- function(model,sig=0.975){
- par(mfrow=c(model$noutputs,model$ninputs))
+ plotseq <- seq(model$noutputs*model$ninputs)
+ g <- vector("list",model$nin*model$nout)
- impulseplot <- function(model,sig){
- lim <- model$se*qnorm(sig)
-
- max <- max(abs(coef(model)))
- ylim <- c(-max,max)
-
- title <- paste("Impulse Response \n From",model$x,"to",model$y)
- plot(model$lags,coef(model),type="h",xlab="Lag",ylab= "IR Coefficient",
- main = title)
- abline(h=0);points(x=model$lags,y=lim,col="blue",lty=2,type="l")
- points(x=model$lags,y=-lim,col="blue",lty=2,type="l")
+ for(i in plotseq){
+ z <- model[[i]]
+ lim <- z$se*qnorm(sig)
+ yindex <- (i-1)%/%model$nin + 1;uindex <- i-model$nin*(yindex-1)
+ df <- data.frame(x=z$lags,y=coef(z),lim=lim)
+ g[[i]] <- ggplot(df,aes(x,y))+
+ geom_segment(aes(xend=x,yend=0))+geom_hline(yintercept = 0) +
+ geom_point(size=2) + ggtitle(paste("From",z$x,"to",z$y))+
+ geom_line(aes(y=lim),linetype="dashed",colour="steelblue") +
+ geom_line(aes(y=-lim),linetype="dashed",colour="steelblue") +
+ theme_bw(14) + ylab(ifelse(uindex==1,"IR Coefficients","")) +
+ xlab(ifelse(yindex==model$nout,"Lags","")) +
+ theme(axis.title=element_text(color = "black",face = "plain"),
+ title=element_text(size=10,color = "gray",face="bold"))
}
-
- l <- model[seq(model$noutputs*model$ninputs)]
- p <- lapply(l,impulseplot,sig=sig)
+ multiplot(plotlist=g,layout=plotseq)
}