gmwm (version 2.0.0)

summary.gmwm: Summary of GMWM object

Description

Displays summary information about GMWM object

Usage

"summary"(object, inference = NULL, bs.gof = NULL, bs.gof.p.ci = NULL, bs.theta.est = NULL, bs.ci = NULL, B = 100, ...)

Arguments

object

A GMWM object

inference

A value containing either: NULL (auto), TRUE, or FALSE

bs.gof

A value containing either: NULL (auto), TRUE, FALSE

bs.gof.p.ci

A value containing either: NULL (auto), TRUE, FALSE

bs.theta.est

A value containing either: NULL (auto), TRUE, FALSE

bs.ci

A value containing either: NULL (auto), TRUE, FALSE

B

An int that indicates how many bootstraps should be performed.

...

Other arguments passed to specific methods

Value

A summary.gmwm object with:

estimate

Estimated Theta Values

testinfo

Goodness of Fit Information

inference

Inference performed? T/F

bs.gof

Bootstrap GOF? T/F

bs.gof.p.ci

Bootstrap GOF P-Value CI? T/F

bs.theta.est

Bootstrap Theta Estimates? T/F

bs.ci

Bootstrap CI? T/F

starting

Indicates if program supplied initial starting values

seed

Seed used during guessing / bootstrapping

obj.fun

Value of obj.fun at minimized theta

N

Length of Time Series

Examples

## Not run: 
# # AR
# set.seed(1336)
# n = 200
# xt = gen.gts(AR1(phi=.1, sigma2 = 1) + AR1(phi=0.95, sigma2 = .1),n)
# mod = gmwm(AR1()+AR1(), data=xt, model.type="imu")
# summary(mod)
# ## End(Not run)