summary.altf2: Summarizes Outcomes from 'altf2' Object.

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

Summarizes Outcomes from altf2 Object.

Description

The function summarizes selected outcomes obtained from altf2.

Usage

## S3 method for class 'altf2'
summary(object, ...)

Arguments

object	an object of altf2 class
...	not used

Details

The function produces the outcomes as print.altf2.

Additionally, it provides mean values of coefficients, min, max and mean relative variable importance for each independent variable in the model, frequency when relative variable importance is over 0.5 for each independent variable in the model, and how often p-values (averaged over selected models) for t-test of statistical significance for each independent variable in the model are below 1%, 5% and 10%, respectively.

Value

Called for printing.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
a <- altf2(y=wti,x=drivers)

summary(a)

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