summary.gmwm: Summary of GMWM object

In simts: Time Series Analysis Tools

Summary of GMWM object

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:

• estimateEstimated Theta Values

• testinfoGoodness of Fit Information

• inferenceInference performed? T/F

• bs.gofBootstrap GOF? T/F

• bs.gof.p.ciBootstrap GOF P-Value CI? T/F

• bs.theta.estBootstrap Theta Estimates? T/F

• bs.ciBootstrap CI? T/F

• startingIndicates if program supplied initial starting values

• seedSeed used during guessing / bootstrapping

• obj.funValue of obj.fun at minimized theta

• NLength of Time Series

Author(s)

JJB

simts documentation built on Aug. 31, 2023, 5:07 p.m.