formatRobustEff: Get the Computation Method and Efficiency of 'gmwm' Object

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

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 Sept. 11, 2021, 10:06 a.m.