reduce.size: Reduces the Size of 'fDMA' or 'grid.DMA' Outcomes.

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

Reduces the Size of fDMA or grid.DMA Outcomes.

Description

This functions reduces the size of dma or grid.dma object.

Usage

reduce.size(dma.object)

Arguments

dma.object

dma or grid.dma object

Details

The information corresponding to each sub-model is erased. In particular, for the object produced by fDMA $models is reduced to one-row matrix to keep only colnames, and $postmod, $yhat.all.mods and $p.dens. are replaced by NA. It can be useful if large number of models is considered.

Value

dma or grid.dma object, with the information corresponding to each sub-model erased

See Also

fDMA, grid.DMA.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.90,initvar=10)
m2 <- reduce.size(m1)

fDMA documentation built on July 26, 2023, 6:09 p.m.