Nothing
summary.reg <- function(object, ...)
{
x <- object
cat("Mean coefficients: ")
c <- colMeans(x$coeff.,na.rm=TRUE)
cat("\n")
print(round(c,digits=4),quote=FALSE)
cat("\n")
cat("Frequency when p-values for t-test are less than: ")
cat("\n")
vv <- rep.int(NA,3)
for (i in 1:ncol(x$p.val.))
{
v <- as.vector(na.exclude(x$p.val.[,i,drop=FALSE]))
v1 <- v[v<0.01]
v2 <- v[v<0.05]
v3 <- v[v<0.10]
v1 <- length(v1) / length(v)
v2 <- length(v2) / length(v)
v3 <- length(v3) / length(v)
v <- c(v1,v2,v3)
vv <- rbind(vv,v)
}
vv <- vv[-1,,drop=FALSE]
vv <- t(vv)
vv <- round(vv,digits=2)
colnames(vv) <- colnames(x$p.val.)
rownames(vv) <- c("0.01","0.05","0.10")
print(vv,quote=FALSE)
cat("\n")
e <- (mean((as.vector(x$y)-as.vector(x$y.hat))^2,na.rm=TRUE))^0.5
e <- round(e,digits=4)
cat("RMSE: ",e)
cat("\n")
e <- mean(abs(as.vector(x$y)-as.vector(x$y.hat)),na.rm=TRUE)
e <- round(e,digits=4)
cat("MAE: ",e)
cat("\n")
if (! is.null(x$window)) { cat("rolling window: ",x$window) }
cat("\n")
}
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