get_summary {simts} | R Documentation |
Routing function for summary info
Description
Gets all the data for the summary.gmwm function.
Usage
get_summary(
theta,
desc,
objdesc,
model_type,
wv_empir,
theo,
scales,
V,
omega,
obj_value,
N,
alpha,
robust,
eff,
inference,
fullV,
bs_gof,
bs_gof_p_ci,
bs_theta_est,
bs_ci,
B
)
Arguments
theta |
A vec with dimensions N x 1 that contains user-supplied initial values for parameters
|
desc |
A vector<string> indicating the models that should be considered.
|
objdesc |
A field<vec> containing a list of parameters (e.g. AR(1) = c(1,1), ARMA(p,q) = c(p,q,1))
|
model_type |
A string that represents the model transformation
|
wv_empir |
A vec that
|
theo |
A vec that
|
scales |
A vec that
|
V |
A mat that contains the V matrix used to obtain the GMWM.
|
omega |
A mat that
|
obj_value |
A double that contains the objective function value at the optimized solution.
|
N |
A int that indicates how long the time series is.
|
alpha |
A double that handles the alpha level of the confidence interval (1-alpha)*100
|
robust |
A bool that indicates whether the estimation should be robust or not.
|
eff |
A double that specifies the amount of efficiency required by the robust estimator.
|
inference |
A bool that indicates whether inference (e.g. GoF) should be run.
|
fullV |
A bool that indicates whether the matrix has been fully bootstrapped.
|
bs_gof |
A bool indicating whether the GoF should be bootstrapped or done asymptotically.
|
bs_gof_p_ci |
A bool indicating whether a bootstrapped p-value should be generated during the bootstrapped GoF
|
bs_ci |
A bool that indicates whether a bootstrapped CI should be obtained or to use analytical derivatives.
|
B |
A int that indicates how many iterations should take place.
|
Value
A field<mat>
that contains bootstrapped / asymptotic GoF results as well as CIs.
[Package
simts version 0.2.2
Index]