output.format: Formats the rank.models (auto.imu) object

Description Usage Arguments Value

Description

Creates the correct GMWM object and rank.models (auto.imu) summary object

Usage

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output.format(out, model.names, scales, N, alpha, robust, eff, B, G, seed,
  freq = 1)

Arguments

out

A list containing the model matrix

model.names

A character vector that contains the names of the models fit.

scales

A vector containing the 2^(1:J) scales.

N

A int indicating the length of the time series.

alpha

A double indicating the CI confidence.

robust

A bool indicating whether to use robust (T) or to use classical (F)

eff

A double indicating the efficiency for robust estimation.

B

A int to indicate how many bootstraps should occur when generating the V matrix.

G

A int to indicate how many guesses should be performed during the grid search

seed

A seed to recreate the same GMWM estimator results.

freq

A double that represents the frequency between observations.

Value

An updated matrix in the ith position of the list.


gmwm documentation built on April 14, 2017, 4:38 p.m.