summary.dma {fDMA} | R Documentation |
Summarizes Outcomes from dma
Object.
Description
The function summarizes outcomes obtained from fDMA
.
Usage
## S3 method for class 'dma'
summary(object, ...)
Arguments
object |
an object of |
... |
not used |
Details
The function produces the outcomes as print.dma
.
Additionally:
If object
comes from Dynamic Model Averaging (DMA), it shows how often (in comparision to the whole analyzed period) a posterior inclusion probability for a given variable exceeds 1/2. It also shows minimum, maximum and mean posterior inclusion probability for every variable throughout the analyzed period.
If object
comes from Dynamic Model Selection (DMS) or Median Probability Model (MED), it shows how often (in comparision to the whole analyzed period) a given variable is present in the selected model.
Value
Called for printing.
Examples
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
m2 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dms")
summary(m1)
summary(m2)
[Package fDMA version 2.2.7 Index]