formatRobustEff: Get the Computation Method and Efficiency of 'gmwm' Object
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
formatRobustEff R Documentation
Get the Computation Method and Efficiency of gmwm Object
Description
The computation method (classical/robust) and efficiency will be returned in a certain format.
Usage
formatRobustEff(x)
Arguments
x
A gmwm object
Details
Used in compare.eff().
Examples
n = 1000
x = gen_gts(n, AR1(phi = .1, sigma2 = 1) + AR1(phi = 0.95, sigma2 = .1))
GMWM1 = gmwm(2*AR1()+RW(), data = x, robust = TRUE, eff = 0.9)
GMWM2 = gmwm(2*AR1()+RW(), data = x, robust = FALSE)
formatRobustEff(GMWM1)
formatRobustEff(GMWM2)
SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.
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| formatRobustEff | R Documentation |
Get the Computation Method and Efficiency of gmwm Object
Description
The computation method (classical/robust) and efficiency will be returned in a certain format.
Usage
formatRobustEff(x)
Arguments
x |
A |
Details
Used in compare.eff().
Examples
n = 1000
x = gen_gts(n, AR1(phi = .1, sigma2 = 1) + AR1(phi = 0.95, sigma2 = .1))
GMWM1 = gmwm(2*AR1()+RW(), data = x, robust = TRUE, eff = 0.9)
GMWM2 = gmwm(2*AR1()+RW(), data = x, robust = FALSE)
formatRobustEff(GMWM1)
formatRobustEff(GMWM2)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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