summary.gmwm: Summary of GMWM object

In gmwm: Generalized Method of Wavelet Moments

Description

Displays summary information about GMWM object

Usage

## S3 method for class 'gmwm'
summary(object, inference = NULL, bs.gof = NULL,
  bs.gof.p.ci = NULL, bs.theta.est = NULL, bs.ci = NULL, B = 100, ...)

Arguments

object	A GMWM object
inference	A value containing either: NULL (auto), TRUE, or FALSE
bs.gof	A value containing either: NULL (auto), TRUE, FALSE
bs.gof.p.ci	A value containing either: NULL (auto), TRUE, FALSE
bs.theta.est	A value containing either: NULL (auto), TRUE, FALSE
bs.ci	A value containing either: NULL (auto), TRUE, FALSE
B	An int that indicates how many bootstraps should be performed.
...	Other arguments passed to specific methods

Value

A summary.gmwm object with:

estimate

Estimated Theta Values

testinfo

Goodness of Fit Information

inference

Inference performed? T/F

bs.gof

Bootstrap GOF? T/F

bs.gof.p.ci

Bootstrap GOF P-Value CI? T/F

bs.theta.est

Bootstrap Theta Estimates? T/F

bs.ci

Bootstrap CI? T/F

starting

Indicates if program supplied initial starting values

seed

Seed used during guessing / bootstrapping

obj.fun

Value of obj.fun at minimized theta

N

Length of Time Series

Author(s)

JJB

Examples

## Not run: 
# AR
set.seed(1336)
n = 200
xt = gen.gts(AR1(phi=.1, sigma2 = 1) + AR1(phi=0.95, sigma2 = .1),n)
mod = gmwm(AR1()+AR1(), data=xt, model.type="imu")
summary(mod)

## End(Not run)

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