summary {RobKF}R Documentation

Summary

Description

A function to summarise the output produced by AORKF_t, AORKF_huber, IORKF_huber, or IOAORKF. One can specify a time during the run for which the output should be displayed.

Usage

## S3 method for class 'ioaorkf'
summary(object, time = NULL, horizon = NULL, ...)

## S3 method for class 'rkf'
summary(object, time = NULL, conf_level = 0.95, ...)

Arguments

object

An instance of an ioaorkf or rkf S3 class.

time

A positive integer giving the time at which the output is to be displayed. It defaults to the number of observations.

horizon

A positive integer giving the smoothing horizon that is to be used. It must be at least equal to the number of rows of the horizonmatrix used to obtain the ioaorkf object.

...

Ignored

conf_level

A probability between 0 and 1 giving the confidence level at which the series are to be tested against anomalies. It defaults to 0.95.


[Package RobKF version 1.0.2 Index]