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.
# S3 method for tscgm
summary(object, ...)An object of class sparse.tscgm
Other arguments passed to summary.
A list containing:
Precision matrix estimate
Autoregressive coefficients matrix estimate
The optimal tuning parameter on the precision matrix with model selection.
The optimal tuning parameter on the autoregressive coefficients matrix with model selection.
Minimum value of the optimality criterion.
A matrix containing the list values from model selection.
The sequence of tuning parameter values on precision matrix.
The sequence of tuning parameter values on autoregression matrix.
Sparsity level of the precision matrix.
Sparsity level of the autoregression coefficients matrix.
The summary.stscgm function provides summary results of the fitted model.