summary.VARDetect.simu.result {VARDetect} | R Documentation |
A function to summarize the results for simulation
Description
A function to summarize the results for simulation class VARDetect.simu.result
Usage
## S3 method for class 'VARDetect.simu.result'
summary(object, critical = 5, ...)
Arguments
object |
A S3 object of class |
critical |
A positive integer, set as the critical value defined in selection rate, to control the range of success, default is 5 |
... |
not in use |
Value
A series of summary, including the selection rate, Hausdorff distance, and statistical measurements, running times
Examples
nob <- 4000; p <- 15
brk <- c(floor(nob / 3), floor(2 * nob / 3), nob + 1)
m <- length(brk); q.t <- 1
sp_density <- rep(0.05, m * q.t)
signals <- c(-0.6, 0.6, -0.6)
try_simu <- simu_tbss(nreps = 3, simu_method = "sparse", nob = nob,
k = p, lags = q.t, brk = brk, sigma = diag(p),
signals = signals, sp_density = sp_density,
sp_pattern = "random", est_method = "sparse",
q = q.t, refit = TRUE)
summary(try_simu, critical = 5)
[Package VARDetect version 0.1.8 Index]