summary.grid.roll.reg: Summarizes Outcomes from 'grid.roll.reg' Objects.

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

Summarizes Outcomes from grid.roll.reg Objects.

Description

The function summarizes outcomes obtained from grid.roll.reg.

Usage

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

Arguments

object	an object of grid.roll.reg class
...	not used

Details

The function produces the outcomes as print.grid.roll.reg.

Additionally, it finds the model minimizing Root Mean Squared Error (RMSE) and 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,]

grw <- c(50,100,150)
g <- grid.roll.reg(y=ld.wti,x=ld.drivers,grid.window=grw)

summary(g)

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