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trace.R
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trace.R
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#--- CONVERGENCE PLOTS ---#
# VERSION NOV 25 2015
# CHRISTIAN DANNE
# DANNEC@TCD.IE
plottrace.BVARM <- function(x,type=1,save=FALSE,height=13,width=13,...){
.plottracebvarm(x,type,save,height,width)
}
plottrace.BVARS <- function(x,type=1,save=FALSE,plotSigma=TRUE, height=13,width=13,...){
.plottracebvars(x,type,plotSigma,save,height,width)
}
plottrace.BVARW <- function(x,type=1,save=FALSE,plotSigma=TRUE, height=13,width=13,...){
.plottracebvarw(x,type,plotSigma,save,height,width)
}
.plottracebvarm <- function(obj,type=1,save=FALSE,height=13,width=13){
Betas <- obj$BDraws
#
mydata <- obj$data
constant <- obj$constant
p <- floor(dim(Betas)[1]/dim(Betas)[2])
M <- as.numeric(dim(Betas)[2])
K <- as.numeric(dim(Betas)[1])
keep <- as.numeric(dim(Betas)[3])
keep0 <- as.numeric(dim(Betas)[3]/2)
keep1 <- as.numeric(dim(Betas)[3]/2+1)
#
BetaPerm <- aperm(Betas,c(3,1,2))
ITER <-1:dim(obj$BDraws)[3]
#
CoefLabels<-character(p*M)
#
jj <- 1
for(i in 1:p){
for(k in 1:M){
CoefLabels[jj]<-paste("L",i,".",k,sep="")
jj = jj + 1
}
}
#
if(class(dev.list()) != "NULL"){dev.off()}
#
vplayout <- function(x,y){viewport(layout.pos.row=x, layout.pos.col=y)}
#
CoefCount <- 1
#
if(constant==TRUE){
for(i in 1:1){
if(save==TRUE){cairo_ps(filename="Constant_trace.eps",height=(floor(height/M)),width=width)}
pushViewport(viewport(layout=grid.layout(1,M)))
#
for(j in 1:M){
VarName <- colnames(mydata)[j]
#
TRACE <- data.frame(cbind(BetaPerm[,i,j],ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,i,j])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,i,j], BetaPerm[keep1:keep,i,j]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab("Constant") + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab("Constant") + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), na.rm=TRUE, color="darkblue" ,fill="blue", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_density(aes(x=SECOND), na.rm=TRUE, color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , na.rm=TRUE, color="darkred" ,fill="red", alpha=0.15) ,vp = vplayout(1,j))
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL)+ labs(title=paste(VarName)),vp = vplayout(1,j))
}
}
Sys.sleep(0.3)
}
if(save==TRUE){dev.off()}
}
for(i in 1:p){
SaveLag <- paste("CoefLag",as.character(i),"_trace.eps",sep="")
#
if(save==TRUE){cairo_ps(filename=SaveLag,height=height,width=width)}
grid.newpage()
pushViewport(viewport(layout=grid.layout(M,M)))
#
for(j in 1:M){
for(l in 1:M){
VarName <- colnames(mydata)[l]
#
TRACE <- data.frame(cbind(BetaPerm[,((i-1)*M+j+1),l], ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,((i-1)*M+j+1),l])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,((i-1)*M+j+1),l], BetaPerm[keep1:keep,((i-1)*M+j+1),l]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE))+ scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount]))+ labs(title=paste(VarName)), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) , vp = vplayout(j,l))
}
}
}else{
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) +xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89'))+ xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) , vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) , vp = vplayout(j,l))
}
}
}
Sys.sleep(0.3)
}
}
if(save==TRUE){dev.off()}
}
#NO CONSTANT
}else{
for(i in 1:p){
SaveLag <- paste("CoefLag",as.character(i),"_trace.eps",sep="")
#
if(save==TRUE){cairo_ps(filename=SaveLag,height=height,width=width)}
grid.newpage()
pushViewport(viewport(layout=grid.layout(M,M)))
#
for(j in 1:M){
for(l in 1:M){
VarName <- colnames(mydata)[l]
#
TRACE <- data.frame(cbind(BetaPerm[,((i-1)*M+j),l], ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,((i-1)*M+j),l])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,((i-1)*M+j),l], BetaPerm[keep1:keep,((i-1)*M+j),l]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE))+ scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount]))+ labs(title=paste(VarName)), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) , vp = vplayout(j,l))
}
}
}else{
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) +xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89'))+ xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) , vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) , vp = vplayout(j,l))
}
}
}
Sys.sleep(0.3)
}
}
if(save==TRUE){dev.off()}
}
}
}
.plottracebvars <- function(obj,type=1,plotSigma=TRUE,save=FALSE,height=13,width=13){
Psis <- obj$PDraws
Betas <- obj$BDraws
#
mydata <- obj$data
p <- floor(dim(Betas)[1]/dim(Betas)[2])
M <- as.numeric(dim(Betas)[2])
K <- as.numeric(dim(Betas)[1])
keep<-as.numeric(dim(Betas)[3])
keep <- as.numeric(dim(Betas)[3])
keep0 <- as.numeric(dim(Betas)[3]/2)
keep1 <- as.numeric(dim(Betas)[3]/2+1)
#
BetaPerm <- aperm(Betas,c(3,1,2))
PsiPerm <- aperm(Psis,c(3,1,2))
ITER <-1:dim(obj$BDraws)[3]
#
CoefLabels<-character(p*M)
jj <- 1
for(i in 1:p){
for(k in 1:M){
CoefLabels[jj]<-paste("L",i,".",k,sep="")
jj = jj + 1
}
}
#
if(class(dev.list()) != "NULL"){dev.off()}
#
vplayout <- function(x,y){viewport(layout.pos.row=x, layout.pos.col=y)}
#
CoefCount <- 1
#
for(i in 1:1){
if(save==TRUE){cairo_ps(filename="Psi_trace.eps",height=(floor(height/M)),width=width)}
pushViewport(viewport(layout=grid.layout(1,M)))
#
for(j in 1:M){
VarName <- colnames(mydata)[j]
#
TRACE <- data.frame(cbind(BetaPerm[,i,j],ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,i,j])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,i,j], BetaPerm[keep1:keep,i,j]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab("Constant") + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab("Constant") + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), na.rm=TRUE, color="darkblue" ,fill="blue", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_density(aes(x=SECOND), na.rm=TRUE, color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , na.rm=TRUE, color="darkred" ,fill="red", alpha=0.15) ,vp = vplayout(1,j))
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL)+ labs(title=paste(VarName)),vp = vplayout(1,j))
}
}
Sys.sleep(0.3)
}
if(save==TRUE){dev.off()}
}
#
for(i in 1:p){
SaveLag <- paste("CoefLag_trace",as.character(i),".eps",sep="")
#
if(save==TRUE){cairo_ps(filename=SaveLag,height=height,width=width)}
grid.newpage()
pushViewport(viewport(layout=grid.layout(M,M)))
#
for(j in 1:M){
for(l in 1:M){
VarName <- colnames(mydata)[l]
#
TRACE <- data.frame(cbind(BetaPerm[,((i-1)*M+j),l], ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,((i-1)*M+j),l])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,((i-1)*M+j),l], BetaPerm[keep1:keep,((i-1)*M+j),l]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE))+ scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount]))+ labs(title=paste(VarName)), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) , vp = vplayout(j,l))
}
}
}else{
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) +xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89'))+ xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) , vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) , vp = vplayout(j,l))
}
}
}
Sys.sleep(0.3)
}
}
if(save==TRUE){dev.off()}
}
#
if(plotSigma==TRUE){
Sigmas <- obj$SDraws
SigmaPerm <- aperm(Sigmas,c(3,1,2))
ITER <-1:dim(obj$SDraws)[3]
#
SaveSig <- paste("Sigma_trace.eps",sep="")
if(save==TRUE){cairo_ps(filename=SaveSig,height=height,width=width)}
grid.newpage()
pushViewport(viewport(layout=grid.layout(M,M)))
#
for(j in 1:M){
for(l in 1:M){
VarNameY <- colnames(mydata)[j]
VarNameX <- colnames(mydata)[l]
#
TRACE <- data.frame(cbind(SigmaPerm[,j,l], ITER))
colnames(TRACE) <- c("TRACE" ,"ITER")
TRACE1 <- data.frame(SigmaPerm[,j,l])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(SigmaPerm[1:keep0,j,l], SigmaPerm[keep1:keep,j,l]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
TRACE4 <- TRACE3
colnames(TRACE4) <- c("TRACE", "FIRST", "SECOND")
#
#j==1 is for the variable title;l==1 is the coefficient label on y-axis
if(j==1){
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(VarNameY)) + labs(title=paste(VarNameX)) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(VarNameY)) + labs(title=paste(VarNameX)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(VarNameY)) + labs(title=paste(VarNameX)) , vp = vplayout(j,l))
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarNameX)) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarNameX)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarNameX)) , vp = vplayout(j,l))
}
}
}else{
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(VarNameY)) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(VarNameY)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(VarNameY)) , vp = vplayout(j,l))
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) , vp = vplayout(j,l))
}
}
}
Sys.sleep(0.3)
}
}
if(save==TRUE){dev.off()}
}
#
}
.plottracebvarw <- function(obj,type=1,plotSigma=TRUE,save=FALSE,height=13,width=13){
Betas <- obj$BDraws
#
mydata <- obj$data
constant <- obj$constant
p <- floor(dim(Betas)[1]/dim(Betas)[2])
M <- as.numeric(dim(Betas)[2])
K <- as.numeric(dim(Betas)[1])
keep <- as.numeric(dim(Betas)[3])
keep0 <- as.numeric(dim(Betas)[3]/2)
keep1 <- as.numeric(dim(Betas)[3]/2+1)
#
BetaPerm <- aperm(Betas,c(3,1,2))
ITER <-1:dim(obj$BDraws)[3]
#
Sigmas <- obj$SDraws
SigmaPerm <- aperm(Sigmas,c(3,1,2))
#
CoefLabels<-character(p*M)
#
jj <- 1
for(i in 1:p){
for(k in 1:M){
CoefLabels[jj]<-paste("L",i,".",k,sep="")
jj = jj + 1
}
}
#
if(class(dev.list()) != "NULL"){dev.off()}
#
vplayout <- function(x,y){viewport(layout.pos.row=x, layout.pos.col=y)}
#
CoefCount <- 1
#
if(constant==TRUE){
for(i in 1:1){
if(save==TRUE){cairo_ps(filename="Constant_trace.eps",height=(floor(height/M)),width=width)}
pushViewport(viewport(layout=grid.layout(1,M)))
#
for(j in 1:M){
VarName <- colnames(mydata)[j]
#
TRACE <- data.frame(cbind(BetaPerm[,i,j],ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,i,j])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,i,j], BetaPerm[keep1:keep,i,j]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab("Constant") + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab("Constant") + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), na.rm=TRUE, color="darkblue" ,fill="blue", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_density(aes(x=SECOND), na.rm=TRUE, color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , na.rm=TRUE, color="darkred" ,fill="red", alpha=0.15) ,vp = vplayout(1,j))
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(1,j))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL)+ labs(title=paste(VarName)),vp = vplayout(1,j))
}
}
Sys.sleep(0.3)
}
if(save==TRUE){dev.off()}
}
for(i in 1:p){
SaveLag <- paste("CoefLag",as.character(i),"_trace.eps",sep="")
#
if(save==TRUE){cairo_ps(filename=SaveLag,height=height,width=width)}
grid.newpage()
pushViewport(viewport(layout=grid.layout(M,M)))
#
for(j in 1:M){
for(l in 1:M){
VarName <- colnames(mydata)[l]
#
TRACE <- data.frame(cbind(BetaPerm[,((i-1)*M+j+1),l], ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,((i-1)*M+j+1),l])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,((i-1)*M+j+1),l], BetaPerm[keep1:keep,((i-1)*M+j+1),l]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE))+ scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount]))+ labs(title=paste(VarName)), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) , vp = vplayout(j,l))
}
}
}else{
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) +xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89'))+ xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) , vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) , vp = vplayout(j,l))
}
}
}
Sys.sleep(0.3)
}
}
if(save==TRUE){dev.off()}
}
#NO CONSTANT
}else{
for(i in 1:p){
SaveLag <- paste("CoefLag",as.character(i),"_trace.eps",sep="")
#
if(save==TRUE){cairo_ps(filename=SaveLag,height=height,width=width)}
grid.newpage()
pushViewport(viewport(layout=grid.layout(M,M)))
#
for(j in 1:M){
for(l in 1:M){
VarName <- colnames(mydata)[l]
#
TRACE <- data.frame(cbind(BetaPerm[,((i-1)*M+j),l], ITER))
colnames(TRACE) <- c("TRACE", "ITER")
TRACE1 <- data.frame(BetaPerm[,((i-1)*M+j),l])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(BetaPerm[1:keep0,((i-1)*M+j),l], BetaPerm[keep1:keep,((i-1)*M+j),l]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
#
if(j==1){
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE))+ scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=TRACE[5001:10000]), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=TRACE[1:5000]) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount]))+ labs(title=paste(VarName)), vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + labs(title=paste(VarName)) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')), vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=TRACE[5001:10000]), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=TRACE[1:5000]) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarName)) , vp = vplayout(j,l))
}
}
}else{
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) +xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}else if(type==3){
print(ggplot(data=TRACE) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=TRACE[5001:10000]), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=TRACE[1:5000]) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89'))+ xlab(NULL) + ylab(paste(CoefLabels[CoefCount])) , vp = vplayout(j,l))
CoefCount <- CoefCount + 1
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))))) + xlab(NULL) + ylab(NULL) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=TRACE[5001:10000]), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=TRACE[1:5000]) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) , vp = vplayout(j,l))
}
}
}
Sys.sleep(0.3)
}
}
if(save==TRUE){dev.off()}
}
}
if(plotSigma==TRUE){
Sigmas <- obj$SDraws
SigmaPerm <- aperm(Sigmas,c(3,1,2))
ITER <-1:dim(obj$SDraws)[3]
#
SaveSig <- paste("Sigma_trace.eps",sep="")
if(save==TRUE){cairo_ps(filename=SaveSig,height=height,width=width)}
grid.newpage()
pushViewport(viewport(layout=grid.layout(M,M)))
#
for(j in 1:M){
for(l in 1:M){
VarNameY <- colnames(mydata)[j]
VarNameX <- colnames(mydata)[l]
#
TRACE <- data.frame(cbind(SigmaPerm[,j,l], ITER))
colnames(TRACE) <- c("TRACE" ,"ITER")
TRACE1 <- data.frame(SigmaPerm[,j,l])
colnames(TRACE1) <- "TRACE"
#
TRACE2 <- data.frame(cbind(SigmaPerm[1:keep0,j,l], SigmaPerm[keep1:keep,j,l]))
myls <- list(TRACE1, TRACE2)
#
#maximum number of rows
max.rows <- max(nrow(TRACE1), nrow(TRACE2))
#insert the needed `NA`s to each dataframe
new_myls <- lapply(myls, function(x) { x[1:max.rows,] })
TRACE3 <- data.frame(new_myls)
colnames(TRACE3) <- c("TRACE", "FIRST", "SECOND")
TRACE4 <- TRACE3
colnames(TRACE4) <- c("TRACE", "FIRST", "SECOND")
print(dim(TRACE4))
#j==1 is for the variable title;l==1 is the coefficient label on y-axis
if(j==1){
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE))))))+ xlab(NULL) + ylab(paste(VarNameY)) + labs(title=paste(VarNameX)) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(VarNameY)) + labs(title=paste(VarNameX)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(VarNameY)) + labs(title=paste(VarNameX)) , vp = vplayout(j,l))
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE))))))+ xlab(NULL) + ylab(NULL) + labs(title=paste(VarNameX)) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarNameX)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) + labs(title=paste(VarNameX)) , vp = vplayout(j,l))
}
}
}else{
if(l==1){
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE))))))+ xlab(NULL) + ylab(paste(VarNameY)) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(paste(VarNameY)) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(paste(VarNameY)) , vp = vplayout(j,l))
}
}else{
if(type==1){
print(ggplot(TRACE,aes(x=ITER, y=TRACE)) + scale_y_continuous(limit = c(-1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE)))), 1.5*max(c(abs(min(TRACE$TRACE)), abs(max(TRACE$TRACE))))))+ xlab(NULL) + ylab(NULL) + geom_line(colour="red") + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==2){
ACF <- acf(TRACE$TRACE, lag.max = 50, type = c("correlation"), plot = F, na.action = na.fail, demean = T)
ACF <- data.frame(cbind(ACF$lag, ACF$acf))
print(ggplot(ACF,aes(x=X1, y= X2)) + xlab(NULL) + ylab(NULL) + geom_line(colour="red", size=1) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')),vp = vplayout(j,l))
}else if(type==3){
print(ggplot(data=TRACE3) + geom_density(aes(x=TRACE), color="darkblue" ,fill="blue", alpha=0.15) + geom_density(aes(x=SECOND), color="darkgreen", fill="green", alpha=0.15) + geom_density(aes(x=FIRST) , color="darkred" ,fill="red", alpha=0.15) + theme(panel.background = element_rect(fill='white', colour='grey5')) + theme(panel.grid.major = element_line(colour = 'grey89')) + xlab(NULL) + ylab(NULL) , vp = vplayout(j,l))
}
}
}
Sys.sleep(0.3)
}
}
if(save==TRUE){dev.off()}
}
#
}
#--- END OF SCRIPT ---#