print.mmc: Print a Summary of a 'mmc' Object

In julienneves/maxMC: Maximized Monte Carlo

Description

This is a method for the function print() for objects of the class mmc.

Usage

## S3 method for class 'mmc'
print(x, digits = getOption("digits"), ...)

Arguments

x	an object used to select a method.
digits	minimal number of significant digits, see print.default.
...	further arguments passed to or from other methods.

Value

The mmc object is returned invisibly.

Examples

## Example
library(fUnitRoots)
# Set seed
set.seed(123)

# Generate an AR(2) process with phi = (-1.5,0.5), and n = 25
y <- filter(rnorm(25), c(-1.5, 0.5), method = "recursive")

# Set bounds for the nuisance parameter v
lower <- -1
upper <- 1

# Set the function to generate an AR(2) integrated process
dgp <- function(y, v) {
    ran.y <- filter(rnorm(length(y)), c(1-v,v), method = "recursive")
}

# Set the Augmented-Dicky Fuller statistic
statistic <- function(y){
    out <- suppressWarnings(adfTest(y, lags = 2, type = "nc"))
    return(out@test$statistic)
}

# Apply the mmc procedure
est <- mmc(y, statistic = statistic , dgp = dgp, lower = lower,
           upper = upper, N = 99, type = "leq", method = "GenSA",
           control = list(max.time = 2))

# Print result of object of class 'mmc'
print(est)

julienneves/maxMC documentation built on May 10, 2019, 3:18 a.m.