fanplot (1.0)

Visualisations of sequential probability distributions..

The fanplot package contains a collection of R functions to effectively display plots of probabilistic forecasts, and other types of distributions, that may develop along an x-axis of a plot. The plotting of these distributions is based around two functions. The first function, pn, calculates the percentiles over a time period or form of index represented on an x-axis for a given distribution of results. These distributions typically come from some form of simulation. The second function, fan, plots the calculated percentiles of the distributions. The fanplot package contains some example MCMC simulations from stochastic volatility models to help illustrate the functions.

Maintainer: Guy J. Abel
Author(s): Guy J. Abel

License: GPL-2

Uses: R2OpenBUGS
Reverse depends: tsbugs
Reverse suggests: surveillance, tsbugs

Released over 7 years ago.