Density plot of estimated distributions of autoregressive HMMs — plot_fitted

Plots the estimated distributions (only the state-dependent stationary values are considered) of a fitted autoregressive HMM along with a histogram of the data.

Usage

plot_fitted_dist(
  data,
  dist,
  param,
  N,
  delta,
  title = "none",
  breaks = 30,
  xlab = "x",
  legend = TRUE,
  xlim = "none"
)

Arguments

data: Input data for histogram.
dist: string, indicates the kind of distribution, one of ['gamma', 'von Mises'].
param: Vector of distribution parameters, in customary form, e.g. for 2 state gamma HMM: c(\(\mu1,\mu2,\sigma1,\sigma2\)).
N: int, number of states (or weighted distributions) to be plotted.
delta: Input vector for parameter delta.
title: optional, title of the plot, if "none", then no title.
breaks: optional, specify number of breaks of the histogram.
xlab: optional, label of x-axis.
legend: optional, plot legend (default: TRUE).
xlim: optional, set a limit for x-axis for better visibility of the data.