foreca.one_weightvector-utils: Plot, summary, and print methods for class...

Description Usage Arguments Examples

Description

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(ω_j).

Usage

1
2
3
4
5
6
## 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, ...)

Arguments

lag

integer; how many lags to test in Box.test; default: 10.

alpha

significance level for testing white noise in Box.test; default: 0.05.

...

additional arguments passed to plot, or summary.

x, object

an object of class "foreca.one_weightvector".

main

an overall title for the plot: see title.

cex.lab

size of the axes labels.

Examples

1
# see examples in 'foreca.one_weightvector'

ForeCA documentation built on May 29, 2017, 9:09 a.m.