residToMat: Converts the output of a GNARfit call to fitted and residual...

In GNAR: Methods for Fitting Network Time Series Models

Converts the output of a GNARfit call to fitted and residual value matrices

Description

Unstacks the entries of the GNARfit fitted and residual values to return matrices of a similar form to the multivariate time series input.

Usage

residToMat(GNARobj=GNARfit(), nnodes=5)

Arguments

GNARobj	the output from the GNARfit function
nnodes	the number of nodes in the original network time series

Details

This function also replaces the NAs that were removed in fitting.

Value

resid	is the matrix of residual values, with t-alphaOrder rows and nnodes columns.
fit	is the matrix of fitted values, with t-alphaOrder rows and nnodes columns.

Examples

#Get residual and fitted matrices from GNARpredict fit of fiveVTS
residToMat()

GNAR documentation built on May 29, 2024, 10:25 a.m.