foreca.one_weightvector-utils {ForeCA}R Documentation

Plot, summary, and print methods for class 'foreca.one_weightvector'

Description

S3 methods for the one weightvector optimization in ForeCA (class "foreca.one_weightvector").

summary.foreca.one_weightvector computes summary statistics.

plot.foreca.one_weightvector shows the results of an (iterative) algorithm that obtained the i-th optimal a weightvector wi\mathbf{w}_i^*. It shows trace plots of the objective function and the weightvector, and a time series plot of the transformed signal yty_t^* along with its spectral density estimate f^y(ωj)\widehat{f}_y(\omega_j).

Usage

## S3 method for class 'foreca.one_weightvector'
summary(object, lag = 10, alpha = 0.05, ...)

## S3 method for class 'foreca.one_weightvector'
plot(x, main = "", cex.lab = 1.1, ...)

Arguments

lag

integer; how many lags to test in Box.test; default: 1010.

alpha

significance level for testing white noise in Box.test; default: 0.050.05.

...

additional arguments passed to plot, or summary.

x, object

an object of class "foreca.one_weightvector".

main

an overall title for the plot: see title.

cex.lab

size of the axes labels.

Examples

# see examples in 'foreca.one_weightvector'


[Package ForeCA version 0.2.7 Index]