Plot the stationarity bracket of an NMF-VAR model

Draws the Perron-Frobenius bracket \(\min_j c_j\le\rho(\sum_d G_d)\le\max_j c_j\) against the unit boundary, where \(c_j\) are the column sums of \(\sum_d\Theta_d\). It shows at a glance whether the cheap sufficient condition settles stationarity or an eigenvalue computation is needed. For the model's dynamics see plot.nmfkc.ar.latent.

Usage

# S3 method for class 'nmfkc.ar.stationarity'
plot(x, ...)

Arguments

x

An object from nmfkc.ar.stationarity.

...

Passed to the underlying plot call.

Value

invisible(NULL); called for the plot.

See also

nmfkc.ar.stationarity, plot.nmfkc.ar.latent

Examples

set.seed(1)
Y   <- matrix(abs(rnorm(4 * 60)) + 1, 4, 60)
ar  <- nmfkc.ar(Y, degree = 2)
fit <- nmfkc(ar$Y, ar$A, rank = 2, verbose = FALSE)
plot(nmfkc.ar.stationarity(fit))