summary.tscgm {SparseTSCGM}

Summary - S3 Method for Class 'sparse.tscgm'

Description

summary is a generic function that produces output summaries of fitted models in the SparseTSCGM package. In particular, the function invokes methods for objects of class sparse.tscgm.

Usage

## S3 method for class 'tscgm'
summary(object, ...)

Arguments

object

An object of class sparse.tscgm

...

Other arguments passed to summary.

Details

The summary.stscgm function provides summary results of the fitted model.

Value

A list containing:

theta

Precision matrix estimate

gamma

Autoregressive coefficients matrix estimate

lam1.opt

The optimal tuning parameter on the precision matrix with model selection.

lam2.opt

The optimal tuning parameter on the autoregressive coefficients matrix with model selection.

min.ic

Minimum value of the optimality criterion.

tun.ic

A matrix containing the list values from model selection.

lam1.seq

The sequence of tuning parameter values on precision matrix.

lam2.seq

The sequence of tuning parameter values on autoregression matrix.

s.theta

Sparsity level of the precision matrix.

s.gamma

Sparsity level of the autoregression coefficients matrix.

Author(s)

Fentaw Abegaz and Ernst Wit

See Also

sparse.tscgm