plots {sac}R Documentation

Visualized Model Diagnostic and Loglikelihood Plot

Description

Plot and compare the empirical likelihood and semiparametric empirical likelihood distribution functions, plot loglikelihood function.

Usage

Graf.Diagnostic(x, k, m, Alpha, Beta, Color, LTY, xlab = "x", 
    ylab = "Estimated DF's", main = "Model Diagnostic", 
    OneLegend = TRUE, lgnd1, lgnd2, arw1, arw2, ...)
Plot.ll(x, ll, col, xaxis.lab = NULL, xlab = "k", ylab = "Loglikelihood", 
    main = "Plot of Loglikelihood",...)

Arguments

x a numeric vector or matrix containing the data, one row per observation;
ll loglikelihood function, output of SemiparChangePoint
col color code or character string for the loglikelihood curve
xaxis.lab a vector of character strings or numeric values to be placed at the tickpoints as labels of axis
k the estimated change-point, output of SemiparChangePoint
m = n, the sample size, for "one-change" alternative, or the estimated second change-point for "epidemic" alternative, an output of SemiparChangePoint
Alpha estimated parameter alpha, output of SemiparChangePoint
Beta estimated parameter beta, output of SemiparChangePoint
Color a vector of character strings or color codes for curves of estimated distribution functions F-hat, F-tilde, G-hat and G-tilde
LTY vector of lty's, LTY=c(lty1, lty2, lty3, lty4), corresponds to the above color codes
xlab character string for x-axis lable
ylab character string for y-axis lable
main character string for main title
OneLegend a logical indicating whether plot one or two legend.
lgnd1 a numeric vector of two specify the position of the first legend box
lgnd2 a numeric vector of two specify the position of the second legend box, if OneLegend = FALSE
arw1 a numeric vector of four numbers indicating start and end positions of the first arrows point to curves
arw2 a numeric vector of four numbers indicating start and end positions of the second arrows point to curves
... other arguments of function plot

Author(s)

Zhong Guan zguan@iusb.edu

References

Guan, Z.(2001) Some Results About Empirical Likelihood Method, Ph.D. Thesis, The University of Toledo;

Guan, Z.(2004) A semiparametric change-point model, Biometrika, 91, 4, 849–862.

Guan, Z. Semiparametric Tests for Changepoints with Epidemic Alternatives.

See Also

schapt

Examples

require(sac) #load the package
k<-30
n<-80
x<-rnorm(n,0,1)
x[(k+1):n]<-x[(k+1):n]+1.5
res<-SemiparChangePoint(x, alternative = "one.change")
Plot.ll(x, res$ll, col="blue")

## Nile data with one change-point: the annual flows drop in 1898 which corresponds 
## to k=28. It is believed to be caused by the building of the first Aswan dam.
if(! "package:sac" %in% search()) library(sac) 
    #if package sac has not been loaded, load it.
if(! "package:stats" %in% search()) library(stats)
data(Nile)
plot(Nile, type="p")
Nile.res<-SemiparChangePoint(Nile, alternative = "one.change")
Color<-c(1,2,3,4); LTY<-c(1,2,3,4)

## Plots of estimated distribution functions
Graf.Diagnostic(Nile, Nile.res$k.hat, length(Nile), Nile.res$alpha.hat, 
    Nile.res$beta.hat, Color, LTY, xlab = "x", ylab = "Estimated DF's", 
    main="Model Diagnostic for Nile Data", OneLegend = FALSE, lgnd1 = 
    c(1100, 0.15), lgnd2 = c(600, .99), arw1=c(780, .93, 1010, .9),
    arw2 = c(1165, .15, 1015, .24))

## Plot of loglikelihood function
Plot.ll(Nile, Nile.res$ll, col = "blue")
Plot.ll(Nile, Nile.res$ll, col = "blue", xaxis.lab = seq(1871,1970, length = 100), 
    xlab = "Year")

[Package sac version 1.0.1 Index]