plot.mefp {strucchange}R Documentation

Plot Methods for mefp Objects

Description

This is a method of the generic plot function for for "mefp" objects as returned by mefp or monitor. It plots the emprical fluctuation process (or a functional therof) as a time series plot, and includes boundaries corresponding to the significance level of the monitoring procedure.

Arguments

x an object of class "mefp".
boundary if FALSE, plotting of boundaries is suppressed.
functional indicates which functional should be applied to a multivariate empirical process. If set to NULL all dimensions of the process (one process per coefficient in the linear model) are plotted.
... graphical parameters.

Author(s)

Friedrich Leisch

See Also

mefp

Examples

df1 <- data.frame(y=rnorm(300))
df1[150:300,"y"] <- df1[150:300,"y"]+1
me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
              alpha=0.05)
me2 <- monitor(me1, data=df1)

plot(me2)