| foreca.one_weightvector-utils | R Documentation |
S3 methods for the one weightvector optimization in ForeCA
(class "foreca.one_weightvector").
summary.foreca.one_weightvector computes summary statistics.
plot.foreca.one_weightvector shows the results of an (iterative)
algorithm that obtained the i-th optimal a weightvector
\mathbf{w}_i^*. It
shows trace plots of the objective function and the weightvector, and a time series
plot of the transformed signal y_t^* along with its spectral density estimate
\widehat{f}_y(\omega_j).
## S3 method for class 'foreca.one_weightvector'
summary(object, lag = 10, alpha = 0.05, ...)
## S3 method for class 'foreca.one_weightvector'
plot(x, main = "", cex.lab = 1.1, ...)
lag |
integer; how many lags to test in |
alpha |
significance level for testing white noise in
|
... |
additional arguments passed to
|
x, object |
an object of class |
main |
an overall title for the plot: see |
cex.lab |
size of the axes labels. |
# see examples in 'foreca.one_weightvector'
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