mvLSW (version 1.2.5)

summary.mvLSW: Print a Summary of mvLSW Object

Description

Prints a summary of the information contained within a mvLSW classed object.

Usage

# S3 method for mvLSW
summary(object, ...)
  # S3 method for mvLSW
print(x, ...)

Arguments

object, x

A mvLSW object.

...

Additional arguments.

Value

This command returns nothing, only prints a summary to the console.

Details

The command prints to screen a summary of the information contained within a mvLSW object. Information printed includes: dimensions, wavelet function, the smoothing regime applied, smoothing kernel(s), generalized cross-validation gamma deviance criteria score, application of the bias correction and minimum eigenvalue from across all spectral matrices.

References

Taylor, S.A.C., Park, T.A. and Eckley, I. (2019) Multivariate locally stationary wavelet analysis with the mvLSW R package. Journal of statistical software 90(11) pp. 1--16, doi: 10.18637/jss.v090.i11.

See Also

mvEWS, as.mvLSW.

Examples

# NOT RUN {
## Generate a bivariate time series
set.seed(100)
X <- matrix(rnorm(2 * 2^8), ncol = 2)
X[1:2^7, 2] <- 3 * (X[1:2^7, 2] + 0.95 * X[1:2^7, 1])
X[-(1:2^7), 2] <- X[-(1:2^7), 2] - 0.95 * X[-(1:2^7), 1]
X[-(1:2^7), 1] <- X[-(1:2^7), 1] * 4
X <- as.ts(X)

## Haar wavelet, apply same smoothing to all levels & optimize
EWS <- mvEWS(X, kernel.name = "daniell", kernel.param = 20,
  optimize = TRUE)
summary(EWS)
print(EWS)
plot(EWS, style = 2, info = 1)
# }