distribution.monte.carlo.simulations
Generate distribution plots of Monte Carlo simulations
Description
Generate distribution plots of Monte Carlo simulations.
Usage
plot(obj, select.series=seq(dim(obj$simulations)[2]),
x.sections=T, periods=1:3, graphs.per.page=5)
Required Arguments
- obj
-
The result of monte.carlo.simulation.
Optional Arguments
- select.series
- The series which should be plotted. The default gives all series.
- x.sections
- If T then kernel density estimates are plotted for periods
indicated by periods. If F then a time series plots of the mean and
estimates 1 and 2 standard deviations from the mean. Periods is
ignored if x.sections is F.
- periods
- The periods at which the distribution should be calculated and plotted.
The default gives the first three.
- graphs.per.page
- The number of graphs to put on a page.
Value
Details
Kernel estimates of the densities (series by series, not joint densities) are estimated using density (or ksmooth in Splus) to produces density plots.
Use dev.ask(T) to pause plotting between pages.
See Also
Examples
z <- monte.carlo.simulations(model)
distribution(z)
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