ComputeStatObjectFromFiles: Parse an output file to create a summary object ('list')

In StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods

Parse an output file to create a summary object (list)

Description

Parses the file saved by Estim_Simulation and re-creates a summary list identical to the one produced by Estim_Simulation when StatSummary is set to TRUE.

Usage

ComputeStatObjectFromFiles(files, sep_ = ",",
                           FctsToApply = StatFcts,
                           headers_=TRUE,readSizeFrom=1,
                           CheckMat=TRUE,
                           tolFailCheck=tolFailure,
                           MCparam=1000,...)

Arguments

files	character vector containing the files name to be parsed. See Details.
sep_	field separator character to be used in function read.csv() and write.table(). Values on each line of the file are separated by this character. It can also be a character vector (same length as files) if different separators are used for each file; default: ",".
FctsToApply	functions used to produce the statistical summary. See Estim_Simulation; character vector.
headers_	boolean vector of length 1 or same length as files to indicate for each file if the header argument is to be considered or not. To be passed to function read.csv().
readSizeFrom	index of the file from which the sample sizes are determined; default 1 (from first file in files).
CheckMat	logical flag: if set to TRUE, an estimation is declared failed if the squared error of the estimation is larger than tolFailCheck; default TRUE.
tolFailCheck	tolerance on the squared error of the estimation to be declared failed; default = 1.5.
MCparam	number of Monte Carlo simulation for each couple of parameter, default = 1000; integer.
...	other arguments to be passed to the estimation function. See Estim_Simulation.

Details

The same sample sizes are assumed for all the files and we also assume a different set of parameters (alpha,beta) within each file (one and one only).

This function is particularly useful when simulations are run in parallel on different computers/CPUs and the output files are collected afterwards. This function is also used to create the Latex summary table: see TexSummary.

Some examples are provided in the example folder.

Value

a list of length 4 containing a summary matrix object associated to each parameter.

See Also

Estim_Simulation

StableEstim documentation built on Aug. 7, 2022, 5:17 p.m.