DCSmooth (version 1.1.2)

summary.dcs: Summarizing Results from Double Conditional Smoothing

Description

summary method for class "dcs"

Usage

# S3 method for dcs
summary(object, ...)

Arguments

object

an object of class "dcs", usually, a result of a call to dcs.

...

Additional arguments passed to the summary.dcs function.

Value

The function summary.dcs returns an object of class summary_dcs including

h_opt	estimated optimal bandwidth from the IPI-procedure.
c_f	estimated variance factor.
iterations	number of iterations of the IPI-procedure.
time_used	time spend searching for optimal bandwidths (not overall runtime of the function).
var_est	estimated variance model. Has class "sarma" if an SARMA model is used and class "sfarima" if an SFARIMA model is used.
var_model_id	identifier for the variance model estimated.
var_model_order	order of the estimated variance model, if either SARMA or SFARIMA is used.
dcs_options	an object of class cds_options containing the initial options of the dcs procedure.

Details

summary.dcs strips an object of class "dcs" from all large matrices (Y, X, T, M, R), allowing for easier handling of meta-statistics of the bandwidth selection procedure.

print.summary_dcs returns a list of summary statistics from the dcs procedure. The output depends on the use of the dcs- function. If automatic bandwidth selection is chosen, summary.dcs prints detailed statistics of the type of regression, the estimated bandwidths h_x, h_t, the variance coefficient c_f and performance statistics such as the number of iterations of the IPI-algorithm and the time used for bandwidth selection.

The method used for estimation of the variance coefficient is printed and the results of an SARMA/SFARIMA-estimation, if available.

If bandwidths are supplied to dcs, summary.dcs only prints the given bandwidths.

Examples

# NOT RUN {
y <- y.norm1 + matrix(rnorm(101^2), nrow = 101, ncol = 101)
dcs_object <- dcs(y)
summary(dcs_object)

# }