gets (version 0.5)

coef.isat: Extraction functions for 'isat' objects

Description

Extraction functions for objects of class 'isat'

Usage

## S3 method for class 'isat':
coef(object, ...)
## S3 method for class 'isat':
fitted(object, ...)
## S3 method for class 'isat':
logLik(object, ...)
## S3 method for class 'isat':
plot(x, col=c("red","blue"), lty=c("solid","solid"),
  lwd=c(1,1), coef.path=TRUE, ...)
## S3 method for class 'isat':
print(x, ...)
## S3 method for class 'isat':
residuals(object, std=FALSE, ...)
## S3 method for class 'isat':
summary(object, ...)
## S3 method for class 'isat':
vcov(object, ...)

Arguments

object

an object of class 'isat'

x

an object of class 'isat'

std

logical. If FALSE (default), then the mean residuals are returned. If TRUE, then the standardised residuals are returned

col

colours of fitted (default=red) and actual (default=blue) lines

lty

types of fitted (default=solid) and actual (default=solid) lines

lwd

widths of fitted (default=1) and actual (default=1) lines

coef.path

logical. Only applicable if there are retained indicators after the application of isat

...

additional arguments

Value

• coef:
  numeric vector containing parameter estimates
• fitted:
  a zoo object with fitted values
• logLik:
  a numeric, the log-likelihood (normal density)
• plot:
  plot of the fitted values and the residuals
• print:
  a print of the estimation results
• residuals:
  a zoo object with the residuals
• summary:
  a print of the items in the isat object
• vcov:
  variance-covariance matrix

See Also

paths, terminals, coef.gets, getsm, arx

Examples

##step indicator saturation:
set.seed(123)
y <- rnorm(30)
isatmod <- isat(y)

##print results:
print(isatmod)

##plot the fitted vs. actual values, and the residuals:
plot(isatmod)

##print the entries of object 'isatmod':
summary(isatmod)

##extract coefficients of the simplified (specific) model:
coef(isatmod)

##extract log-likelihood:
logLik(isatmod)

##extract variance-covariance matrix of simplified
##(specific) model:
vcov(isatmod)

##extract and plot the fitted values:
mfit <- fitted(isatmod)
plot(mfit)

##extract and plot (mean) residuals:
epshat <- residuals(isatmod)
plot(epshat)

##extract and plot standardised residuals:
zhat <- residuals(isatmod, std=TRUE)
plot(zhat)