Description Usage Arguments Details Value Examples
Get efficiency values from a list of gmwm
object
1 | getEff(obj.list)
|
obj.list |
A |
If the object is computed by classical method, it will return 1.1. The reason is:
It's possible for user to create one object by robust method with eff=1, though it is exactly same as classical method. In this case, if we want the classical method to always appear on the top left corner, number larger than 1 (e.g. 1.1) is used. This setting makes it easy to draw the graph.
A numeric vector
.
1 2 3 4 5 6 7 8 | set.seed(8836)
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 = FALSE)
GMWM2 = gmwm(2*AR1()+RW(), data = x, robust = TRUE, eff = 0.1)
GMWM3 = gmwm(2*AR1()+RW(), data = x, robust = TRUE, eff = 0.6)
obj.list = list(GMWM1, GMWM2, GMWM3)
getEff(obj.list)
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