# ForwardSearch.stopped: Forward estimators after m steps In ForwardSearch: Forward Search using asymptotic theory

## Description

A Forward Search gives a sequence of regression estimators. This function gives the regression estimators when stopped at m.

## Usage

 `1` ```ForwardSearch.stopped(FS, m) ```

## Arguments

 `FS` List. Value of the function `ForwardSearch.fit`. `m` Integer. Stopping time.

## Value

 `ranks.selected` Vector. Ranks of m observations in the selected set. `ranks.outliers` Vector. Ranks of n-m observations that are not selected. These are the "outliers". It is the complement to `ranks.selected`. `beta.m` Vector. Least squares estimator based on `ranks.selected`. `sigma2.biased Scalar.` Scalar. Least squares residual variance based on `ranks.selected`. Value is *not* bias corrected.

## Author(s)

Bent Nielsen <bent.nielsen@nuffield.ox.ac.uk> 9 Sep 2014

## References

Johansen, S. and Nielsen, B. (2013) Asymptotic analysis of the Forward Search. Download: Nuffield DP.

Johansen, S. and Nielsen, B. (2014) Outlier detection algorithms for least squares time series. Download: Nuffield DP.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24``` ```##################### # EXAMPLE 1 # using Fulton Fish data, # see Johansen and Nielsen (2014). # Call package library(ForwardSearch) # Call data data(Fulton) mdata <- as.matrix(Fulton) n <- nrow(mdata) # Identify variable to reproduce Johansen and Nielsen (2014) q <- mdata[2:n ,9] q_1 <- mdata[1:(n-1) ,9] s <- mdata[2:n ,6] x.q.s <- cbind(q_1,s) colnames(x.q.s ) <- c("q_1","stormy") # Fit Forward Search FS95 <- ForwardSearch.fit(x.q.s,q,psi.0=0.95) ForwardSearch.stopped(FS95,107) ```

ForwardSearch documentation built on May 1, 2019, 6:51 p.m.