summary.grid.dma: Summarizes Outcomes from 'grid.dma' Objects.

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

Summarizes Outcomes from grid.dma Objects.

Description

The function summarizes outcomes obtained from grid.DMA.

Usage

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

Arguments

object	an object of grid.dma class
...	not used

Details

The function produces the outcomes as print.grid.dma.

Additionally, it finds the indices for a model minimizing Root Mean Squared Error (RMSE) and for a model minimizing Mean Absolute Error (MAE).

Value

Called for printing.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]

gra <- c(0.99,0.98,0.97)
grl <- c(0.99,0.95)
g1 <- grid.DMA(y=ld.wti,x=ld.drivers,grid.alpha=gra,grid.lambda=grl,initvar=1)
g2 <- grid.DMA(y=ld.wti,x=ld.drivers,grid.alpha=gra,grid.lambda=grl,initvar=1,model="dms")


summary(g1)
summary(g2)

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