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gmwm (version 2.0.0)

output.format: Formats the rank.models (auto.imu) object

Description

Creates the correct GMWM object and rank.models (auto.imu) summary object

Usage

output.format(out, model.names, scales, N, alpha, robust, eff, B, G, seed, freq = 1)

Arguments

out
A list containing the model matrix
model.names
A character vector that contains the names of the models fit.
scales
A vector containing the 2^(1:J) scales.
N
A int indicating the length of the time series.
alpha
A double indicating the CI confidence.
robust
A bool indicating whether to use robust (T) or to use classical (F)
eff
A double indicating the efficiency for robust estimation.
B
A int to indicate how many bootstraps should occur when generating the V matrix.
G
A int to indicate how many guesses should be performed during the grid search
seed
A seed to recreate the same GMWM estimator results.
freq
A double that represents the frequency between observations.

Value

An updated matrix in the ith position of the list.