plot_matrix function

Plot the AR coefficient matrix

plot_matrix(phi, p)

Arguments

• phi: combined coefficient matrices for all lags
• p: number of segments times number of lags

Returns

a plot of AR coefficient matrix

Examples

nob <- 4 * 10^3
p <- 15
brk <- c(floor(nob / 3), floor(2 * nob / 3), nob + 1)
m0 <- length(brk) - 1
q.t <- 2
m <- m0 + 1
sp_density <- rep(0.05, m*q.t) #sparsity level (5%)
try <- simu_var("sparse", nob = nob, k = p, lags = q.t, brk = brk,
                sp_pattern = "random", sp_density = sp_density)
print(plot_matrix(do.call("cbind", try$model_param), m * q.t))