This is a method of the generic plot function for for “mefp” objects as returned by mefp or monitor. It plots the empirical fluctuation process (or a functional thereof) as a time series plot, and includes boundaries corresponding to the significance level of the monitoring procedure.
## S3 method for class 'mefp'
plot(x, boundary = TRUE, functional = "max", main = NULL,
ylab = "Empirical fluctuation process", ylim = NULL, ...)
x
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an object of class “mefp”.
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boundary
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if FALSE, plotting of boundaries is suppressed.
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functional
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indicates which functional should be applied to a multivariate empirical process. If set to NULL all dimensions of the process (one process per coefficient in the linear model) are plotted.
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main, ylab, ylim, …
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high-level plot function parameters.
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mefp
library("strucchange")
df1 <- data.frame(y=rnorm(300))
df1[150:300,"y"] <- df1[150:300,"y"]+1
me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
alpha=0.05)
me2 <- monitor(me1, data=df1)Break detected at observation # 169 plot(me2)