fDMA (version 2.2.7)

summary.grid.dma: Summarizes Outcomes from grid.dma Objects.

Description

The function summarizes outcomes obtained from grid.DMA.

Usage

# S3 method for grid.dma
summary(object, ...)

Value

Called for printing.

Arguments

object

an object of grid.dma class

...

not used

Details

The function produces the outcomes as print.grid.dma.

Additionally, it finds the indices for a model minimizing Root Mean Squared Error (RMSE) and for a model minimizing Mean Absolute Error (MAE).

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
# \donttest{
gra <- c(0.99,0.98,0.97)
grl <- c(0.99,0.95)
g1 <- grid.DMA(y=ld.wti,x=ld.drivers,grid.alpha=gra,grid.lambda=grl,initvar=1)
g2 <- grid.DMA(y=ld.wti,x=ld.drivers,grid.alpha=gra,grid.lambda=grl,initvar=1,model="dms")
# }
# \dontshow{
gra <- c(0.99,0.98,0.97)
grl <- c(0.99,0.95)
s <- ld.drivers[1:20,1:4]
g1 <- grid.DMA(y=ld.wti[1:20,1],x=s,grid.alpha=gra,grid.lambda=grl,initvar=1)
g2 <- grid.DMA(y=ld.wti[1:20,1],x=s,grid.alpha=gra,grid.lambda=grl,initvar=1,model="dms")
# }
summary(g1)
summary(g2)