Diagnostics for Particle Filter Results

Plotting and diagnostic functions for particle filter output.

Usage

# S3 method for class 'pfilter'
plot(x, type = c("states", "ess", "weights", "likelihood"), ...)

Arguments

x

Particle filter result object from pf().

type

Type of diagnostic plot: "states" (filtered states with credibility intervals), "ess" (effective sample size over time), "weights" (histogram of final weights), "likelihood" (log-likelihood contributions over time).

...

Additional arguments passed to plotting functions.

Value

Plot (invisibly returns x).

Examples

# See examples in pf()