getEff: Get 'gmwm' Efficiency Values

In schoi355/gmwm: Generalized Method of Wavelet Moments

Get gmwm Efficiency Values

Description

Get efficiency values from a list of gmwm object

Usage

getEff(obj.list)

Arguments

obj.list

A list of gmwm object

Details

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.

Value

A numeric vector.

Examples

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)

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.