coef.dma: Extracts Averaged Coefficients from 'dma' Model.

In fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

Extracts Averaged Coefficients from dma Model.

Description

The function extracts the expected values of regression coefficients from the fDMA model.

Usage

## S3 method for class 'dma'
coef(object, ...)

Arguments

object	an object of dma class
...	not used

Value

matrix of expected values of regression coefficients

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100

m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
c <- coef(object=m1)

fDMA documentation built on April 4, 2025, 5:16 a.m.