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

Description Usage Arguments Details Examples

View source: R/summary.grid.dma.R

Description

The function summarizes outcomes obtained from grid.DMA.

Usage

1
2
## 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).

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
## Not run: 
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")

## End(Not run)

summary(g1)
summary(g2)

fDMA documentation built on July 17, 2020, 5:06 p.m.

Related to summary.grid.dma in fDMA...