summary.tscgm:
Summary - S3 Method for Class 'sparse.tscgm'
Description
summary is a generic function that produces output summaries of fitted
models in the SparseTSCGM package. In particular, the function invokes
methods for objects of class sparse.tscgm.
Usage
"summary"(object, ...)
Arguments
object
An object of class sparse.tscgm
...
Other arguments passed to summary.
Value
A list containing:
theta
Precision matrix estimate
gamma
Autoregressive coefficients matrix estimate
lam1.opt
The optimal tuning parameter on the precision
matrix with model selection.
lam2.opt
The optimal tuning parameter on the
autoregressive coefficients matrix with model selection.
min.ic
Minimum value of the optimality criterion.
tun.ic
A matrix containing the list values from model selection.
lam1.seq
The sequence of tuning parameter values on
precision matrix.
lam2.seq
The sequence of tuning parameter values on
autoregression matrix.
s.theta
Sparsity level of the precision matrix.
s.gamma
Sparsity level of the autoregression coefficients matrix.
Details
The summary.stscgm function provides summary results of the fitted model.