[Rcpp-commits] r3524 - in pkg/RcppSMC: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Mar 18 20:52:08 CET 2012
Author: adamj
Date: 2012-03-18 20:52:08 +0100 (Sun, 18 Mar 2012)
New Revision: 3524
Modified:
pkg/RcppSMC/ChangeLog
pkg/RcppSMC/R/bspfGaussianOptimal.R
pkg/RcppSMC/R/pfNonlinBS.R
Log:
Standardised plotting output.
Modified: pkg/RcppSMC/ChangeLog
===================================================================
--- pkg/RcppSMC/ChangeLog 2012-03-18 11:30:21 UTC (rev 3523)
+++ pkg/RcppSMC/ChangeLog 2012-03-18 19:52:08 UTC (rev 3524)
@@ -1,5 +1,5 @@
2012-03-18 Adam Johansen <a.m.johansen at warwick.ac.uk>
- * src/bspfGaussianOptimal.R tweaked plotting.
+ * src/bspfGaussianOptimal.R tweaked & standardised plotting.
* src/pfNonlinBS.R fixed plotting bug.
* deprecated moved all rareEvents files here.
Modified: pkg/RcppSMC/R/bspfGaussianOptimal.R
===================================================================
--- pkg/RcppSMC/R/bspfGaussianOptimal.R 2012-03-18 11:30:21 UTC (rev 3523)
+++ pkg/RcppSMC/R/bspfGaussianOptimal.R 2012-03-18 19:52:08 UTC (rev 3524)
@@ -1,4 +1,3 @@
-
blockpfGaussianOpt <- function(data=c(), particles=1000, lag=5, plot=FALSE) {
if (length(data == 0)) {
@@ -13,15 +12,14 @@
sqvect = t(res$weight) %*% res$values^2 / sum(res$weight);
sdvect = sqrt(sqvect - mvect^2);
- plot(time, mvect, col='dark red', 'l', lty = 1, lwd=3, xlab = 'Iteration',
- ylab='State', main='Mean and 1, 2 standard deviation credible
- intervals with observations', xlim = c(0,length(data)), ylim=c(min(mvect - 2.1
- * (sdvect)), max(mvect+2.1*sdvect))
- )
- lines(time, mvect + sdvect, lty=3, col='dark blue')
- lines(time, mvect - sdvect, lty=3, col='dark blue')
- lines(time, mvect + 2 * sdvect, lty=2, col='dark blue')
- lines(time, mvect - 2 * sdvect, lty=2, col='dark blue')
+ plot(time, mvect, 'l', lty = 1, lwd=3, xlab = 'Iteration', ylab='State',
+ main='Mean and 1, 2 standard deviation credible intervals with observations',
+ xlim = c(0,length(data)), ylim=c(min(mvect - 2.1 * (sdvect)), max(mvect+2.1*sdvect)))
+
+ polygon(c(time,seq(length(data),1,-1)),c(mvect-2*sdvect,(mvect+2*sdvect)[seq(length(data),1,-1)]),col='palegreen1',border=NA)
+ polygon(c(time,seq(length(data),1,-1)),c(mvect-1*sdvect,(mvect+1*sdvect)[seq(length(data),1,-1)]),col='palegreen3',border=NA)
+ lines(time, mvect, lwd=2, col='dark blue')
+
points(time, data, col = 'dark green', cex=0.5)
}
Modified: pkg/RcppSMC/R/pfNonlinBS.R
===================================================================
--- pkg/RcppSMC/R/pfNonlinBS.R 2012-03-18 11:30:21 UTC (rev 3523)
+++ pkg/RcppSMC/R/pfNonlinBS.R 2012-03-18 19:52:08 UTC (rev 3524)
@@ -7,7 +7,7 @@
time <- 1:length(data);
if (plot) {
- with(res, plot(time,mean,type='l',xlab='time',ylab='estimate'))
+ with(res, plot(time,mean,type='l',xlab='time',ylab='estimate',xlim = c(0,length(data)), ylim = c(min(mean-2.1*sd),max(mean+2.1*sd))))
with(res,polygon(c(time,seq(length(data),1,-1)),c(mean-2*sd,(mean+2*sd)[seq(length(data),1,-1)]),col='palegreen1',border=NA))
with(res,polygon(c(time,seq(length(data),1,-1)),c(mean-1*sd,(mean+1*sd)[seq(length(data),1,-1)]),col='palegreen3',border=NA))
with(res,lines(time,mean, lwd=2, col='darkblue'))
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