extractCS {costat} | R Documentation |
csFSS
object.Get much information from the slots of a csFSS
.
Each slot can carry information from multiple solutions
per slot. This function permits an arbitrary selection of
solutions for information from a slot.
extractCS(object, slot=c("startpar", "endpar", "convergence",
"minvar", "pvals", "lcts"), coeftype=c("all", "alpha", "beta",
"alphafunc", "betafunc"), solno, ...)
object |
The |
slot |
The slot that you want to get information on. These
are The |
coeftype |
For the slots that return coefficients, these can
be returned in various ways. Each coefficient vector (one per
solution) actually stores two sets of coefficients: one associated
with the alpha_t linear combination and the other with
the beta_t linear combination. Setting |
solno |
The indices of which solutions you want the information on |
... |
Other arguments to |
argument.
Extracts slot information from csFSS
objects.
Information from the relevant slot, as a number, vector or matrix depending on what it is that is requested as described in the various arguments above.
Guy Nason
Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1.
Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.
#
# Create dummy data
#
x1 <- rnorm(32)
y1 <- rnorm(32)
#
# Find stationary combinations
# Note: we don't run this example in installation/package formation as
# it takes a long time. However, this precise command IS run in
# the help to findstysols
#
## Not run: ans <- findstysols(Nsims=100, tsx=x1, tsy=y1)
#
# Get the optimal (endpar) alphas for the first 10 solutions
#
## Not run: extractCS(ans, slot="endpar", coeftype="alpha", solno=1:10)
#
# Plot the beta_t associate with the optimal solution for solution 29
#
## Not run: ts.plot(extractCS(ans, slot="endpar", coeftype="betafunc",
solno=29))
## End(Not run)
#
# Get the p-value associated with solution 29
#
## Not run: extractCS(ans, slot="pvals", solno=29)