diff options
Diffstat (limited to 'R/nonparam.R')
| -rw-r--r-- | R/nonparam.R | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/R/nonparam.R b/R/nonparam.R index 55fb4fa..75b26b4 100644 --- a/R/nonparam.R +++ b/R/nonparam.R @@ -100,7 +100,7 @@ plot.impulseest <- function(model,sd=2){ lim <- z$se*sd yindex <- (i-1)%/%model$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))+ + g[[i]] <- with(df,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") + @@ -109,7 +109,7 @@ plot.impulseest <- function(model,sd=2){ xlab(ifelse(yindex==model$nout,"Lags","")) + theme(axis.title=element_text(size=12,color = "black",face = "plain"), title=element_text(size=9,color = "black",face="bold")) + - scale_x_continuous(expand = c(0.01,0.01)) + scale_x_continuous(expand = c(0.01,0.01))) } multiplot(plotlist=g,layout=plotseq) } @@ -141,12 +141,12 @@ step <- function(model){ stepResp <- cumsum(coef(z)) yindex <- (i-1)%/%model$nin + 1;uindex <- i-model$nin*(yindex-1) df <- data.frame(x=z$lags,y=stepResp) - g[[i]] <- ggplot(df,aes(x,y))+ + g[[i]] <- with(df,ggplot(df,aes(x,y))+ geom_step() + ggtitle(paste("From",z$x,"to",z$y)) + theme_bw(14) + ylab(ifelse(uindex==1,"Step Response","")) + xlab(ifelse(yindex==model$nout,"Lags","")) + theme(axis.title=element_text(size=12,color = "black",face = "plain"), - title=element_text(size=9,,color = "black",face="bold")) + title=element_text(size=9,,color = "black",face="bold"))) } multiplot(plotlist=g,layout=plotseq) } @@ -214,7 +214,7 @@ mult_ccf <- function(X,Y=NULL,lag.max=30){ N <- dim(X)[1]; nx <- dim(X)[2] ny <- ifelse(is.null(Y),nx,dim(Y)[2]) - ccvfij <- function(i,j,lag=30) ccf(X[,i],Y[,j],plot=F,lag=lag, + ccvfij <- function(i,j,lag=30) ccf(X[,i],Y[,j],plot=F,lag.max =lag, type="covariance") Xindex <- matrix(sapply(1:nx,rep,nx),ncol=1)[,1] temp <- mapply(ccvfij,i=Xindex,j=rep(1:ny,ny), |