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fDMA (version 2.2.7)

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

Description

The function summarizes outcomes obtained from grid.tvp.

Usage

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

Value

Called for printing.

Arguments

object

an object of grid.tvp class

...

not used

Details

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

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

Examples

Run this code
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
# \donttest{
grl <- c(0.99,0.98,0.97,0.96,0.95)
g <- grid.tvp(y=ld.wti,x=ld.drivers,V=1,grid.lambda=grl)

summary(g)
# }

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