R: Plot Multivariate Bsts Predictions

plot.mbsts.prediction {bsts} | R Documentation

## Plot Multivariate Bsts Predictions

### Description

Plot the posterior predictive distribution from an `mbsts` prediction object.

### Usage

      ## S3 method for class 'mbsts.prediction'
    plot(x,
         y = NULL,
         burn = 0,
         plot.original = TRUE,
         median.color = "blue",
         median.type = 1,
         median.width = 3,
         interval.quantiles = c(.025, .975),
         interval.color = "green",
         interval.type = 2,
         interval.width = 2,
         style = c("dynamic", "boxplot"),
         ylim = NULL,
         series.id = NULL,
         same.scale = TRUE,
         gap = 0,
         ...)

### Arguments

`x` | An object of class `bsts.prediction` created by calling `predict` on a `bsts` object.
`y` | A dummy argument necessary to match the signature of the `plot` generic function. This argument is unused.
`plot.original` | Logical or numeric. If `TRUE` then the prediction is plotted after a time series plot of the original series. If `FALSE`, the prediction fills the entire plot. If numeric, then it specifies the number of trailing observations of the original time series to plot in addition to the predictions.
`burn` | The number of observations you wish to discard as burn-in from the posterior predictive distribution. This is in addition to the burn-in discarded using `predict.bsts`.
`median.color` | The color to use for the posterior median of the prediction.
`median.type` | The type of line (lty) to use for the posterior median of the prediction.
`median.width` | The width of line (lwd) to use for the posterior median of the prediction.
`interval.quantiles` | The lower and upper limits of the credible interval to be plotted.
`interval.color` | The color to use for the upper and lower limits of the 95% credible interval for the prediction.
`interval.type` | The type of line (lty) to use for the upper and lower limits of the 95% credible inerval for of the prediction.
`interval.width` | The width of line (lwd) to use for the upper and lower limits of the 95% credible inerval for of the prediction.
`style` | Either "dynamic", for dynamic distribution plots, or "boxplot", for box plots. Partial matching is allowed, so "dyn" or "box" would work, for example.
`ylim` | Limits on the vertical axis.
`series.id` | A factor, string, or integer used to indicate which of the multivariate series to plot. If NULL then predictions for all series will be plotted. If there are many series this can make the plot unreadable.
`same.scale` | Logical. If TRUE then all predictions are plotted with the same scale, and limits are drawn on the Y axis. If FALSE then each prediction is drawn to fill its plot region, and no tick marks are drawn on the y axis. If ylim is specified then it is used for all plots, and same.scale is ignored.
`gap` | The amount of space to leave between plots, measured in lines of text.
`...` | Extra arguments to be passed to `PlotDynamicDistribution` and `lines`.

### Details

Plots the posterior predictive distribution described by `x` using a dynamic distribution plot generated by `PlotDynamicDistribution`. Overlays the posterior median and 95% prediction limits for the predictive distribution.

### Value

Returns NULL.

[Package bsts version 0.9.6 Index]