ForeCA (version 0.2.7)

foreca.one_weightvector-utils: Plot, summary, and print methods for class 'foreca.one_weightvector'

Description

S3 methods for the one weightvector optimization in ForeCA (class "foreca.one_weightvector").

summary.foreca.one_weightvector computes summary statistics.

plot.foreca.one_weightvector shows the results of an (iterative) algorithm that obtained the i-th optimal a weightvector \(\mathbf{w}_i^*\). It shows trace plots of the objective function and the weightvector, and a time series plot of the transformed signal \(y_t^*\) along with its spectral density estimate \(\widehat{f}_y(\omega_j)\).

Usage

# S3 method for foreca.one_weightvector
summary(object, lag = 10, alpha = 0.05, ...)
# S3 method for foreca.one_weightvector
plot(x, main = "", cex.lab = 1.1, ...)

Arguments

lag

integer; how many lags to test in Box.test; default: \(10\).

alpha

significance level for testing white noise in Box.test; default: \(0.05\).

...

additional arguments passed to plot, or summary.

x, object

an object of class "foreca.one_weightvector".

main

an overall title for the plot: see title.

cex.lab

size of the axes labels.

Examples

# NOT RUN {
# see examples in 'foreca.one_weightvector'

# }