summary.tscgm: Summary - S3 Method for Class 'sparse.tscgm'

In SparseTSCGM: Sparse Time Series Chain Graphical Models

Description

summary is a generic function that produces output summaries of fitted models in the SparseTSCGM package. In particular, the function invokes methods for objects of class sparse.tscgm.

Usage

## S3 method for class 'tscgm'
summary(object, ...)

Arguments

object	An object of class sparse.tscgm
...	Other arguments passed to summary.

Details

The summary.stscgm function provides summary results of the fitted model.

Value

A list containing:

theta	Precision matrix estimate
gamma	Autoregressive coefficients matrix estimate
lam1.opt	The optimal tuning parameter on the precision matrix with model selection.
lam2.opt	The optimal tuning parameter on the autoregressive coefficients matrix with model selection.
min.ic	Minimum value of the optimality criterion.
tun.ic	A matrix containing the list values from model selection.
lam1.seq	The sequence of tuning parameter values on precision matrix.
lam2.seq	The sequence of tuning parameter values on autoregression matrix.
s.theta	Sparsity level of the precision matrix.
s.gamma	Sparsity level of the autoregression coefficients matrix.

Author(s)

Fentaw Abegaz and Ernst Wit

See Also

sparse.tscgm

SparseTSCGM documentation built on Jan. 16, 2021, 5:10 p.m.