plot2compare-Bayes.pred-method function

Comparing plot method plot2compare for three Bayesian prediction class objects

Comparison of the results for up to three S4 class Bayes.pred objects methods

## S4 method for signature 'Bayes.pred'
plot2compare(x, y, z, newwindow = FALSE,
  plot.legend = TRUE, names, ylim, xlab = "times", ylab = "X", ...)

Arguments

• x: Bayes.pred class
• y: Bayes.pred class
• z: Bayes.pred class (optional)
• newwindow: logical(1), if TRUE, a new window is opened for the plot
• plot.legend: logical(1), if TRUE, a legend is added
• names: character vector with names for the three objects appearing in the legend
• ylim: optional
• xlab: optional, default 'times'
• ylab: optional, default 'X'
• ...: optional plot parameters

Examples

random <- 1; sigma <- 0.1; fixed <- 5; param <- c(3, 0.5)
sim <- mixedsde.sim(M = 20, T = 1, N = 50, model = 'OU', random = random, fixed = fixed,
       density.phi = 'normal',param= param, sigma= sigma, X0 = 0, op.plot = 1)

# here: only 100 iterations for example - should be much more!
estim_Bayes_withoutprior <- mixedsde.fit(times = sim$times, X = sim$X, model = 'OU',
             random, estim.method = 'paramBayes',  nMCMC = 100)
prior <- list( m = c(param[1], fixed), v = c(param[1], fixed), alpha.omega = 11,
            beta.omega = param[2]^2*10, alpha.sigma = 10, beta.sigma = sigma^2*9)
estim_Bayes <- mixedsde.fit(times = sim$times, X = sim$X, model = 'OU', random, 
           estim.method = 'paramBayes', prior = prior, nMCMC = 100) 
plot2compare(estim_Bayes, estim_Bayes_withoutprior, names = c('with prior', 'without prior'))

References

Dion, C., Hermann, S. and Samson, A. (2016). Mixedsde: a R package to fit mixed stochastic differential equations.