hdMTD (version 0.1.4)

hdMTD-methods: Methods for objects of class "hdMTD"

Description

Printing and summarizing methods for lag-selection results returned by hdMTD.

Value

print.hdMTD

Invisibly returns the "hdMTD" object.

summary.hdMTD

Invisibly returns a named list with fields: call, S, lags, A, method, d, settings, BIC_selected and BIC_out. Relevant information is printed to the console in a readable format.

Arguments

x

An object of class "hdMTD" used in print.hdMTD().

object

An object of class "hdMTD" used in summary.hdMTD().

settings

Logical (summary.hdMTD() only). If TRUE, the printed summary includes the method-specific settings list. Default FALSE.

...

Further arguments passed to or from other methods (ignored).

Details

An object of class "hdMTD" is an integer vector \(S\) (selected lags, elements of \(\mathbb{N}^+\)) with attributes:

• method: one of "FS", "FSC", "CUT", "BIC".

• d: upper bound for the order used in the call.

• call: the matched call that produced the object.

• settings: a (method-specific) list of the arguments actually used.

• A: the state space actually used (provided or inferred).

• (optional) BIC_selected_value for method="BIC" with BICvalue=TRUE.

• (optional) extras$BIC_out for method="BIC" (exactly the output of hdMTD_BIC()).

print() shows the method, d, and the selected set of lags in \(\mathbb{N}^+\). summary() prints the call, the estimated lag set, optional BIC diagnostics and (optionally) the method-specific settings when settings = TRUE.

See Also

hdMTD, hdMTD_FS, hdMTD_FSC, hdMTD_CUT, hdMTD_BIC, S, lags

Examples

if (FALSE) {
set.seed(1)
M <- MTDmodel(Lambda = c(1, 4), A = c(1, 3), lam0 = 0.05)
X <- perfectSample(M, N = 400)
S_hat <- hdMTD(X, d = 5, method = "FS", l = 2)
print(S_hat)
summary(S_hat)
S(S_hat); lags(S_hat)
}