summary.VARDetect.simu.result: A function to summarize the results for simulation

In VARDetect: Multiple Change Point Detection in Structural VAR Models

A function to summarize the results for simulation

Description

A function to summarize the results for simulation class VARDetect.simu.result

Usage

## S3 method for class 'VARDetect.simu.result'
summary(object, critical = 5, ...)

Arguments

object	A S3 object of class VARDetect.simu.result
critical	A positive integer, set as the critical value defined in selection rate, to control the range of success, default is 5
...	not in use

Value

A series of summary, including the selection rate, Hausdorff distance, and statistical measurements, running times

Examples

nob <- 4000; p <- 15
brk <- c(floor(nob / 3), floor(2 * nob / 3), nob + 1)
m <- length(brk); q.t <- 1
sp_density <- rep(0.05, m * q.t)
signals <- c(-0.6, 0.6, -0.6)
try_simu <- simu_tbss(nreps = 3, simu_method = "sparse", nob = nob, 
                      k = p, lags = q.t, brk = brk, sigma = diag(p), 
                      signals = signals, sp_density = sp_density, 
                      sp_pattern = "random", est_method = "sparse", 
                      q = q.t, refit = TRUE)
summary(try_simu, critical = 5)

VARDetect documentation built on May 10, 2022, 9:07 a.m.