get.search.items {ldt}

Specify the Purpose of the Model Search Process

Description

Use this function to list the required items and information that should be saved and retrieved from the model set search process in search.? functions.

Usage

get.search.items(
  model = TRUE,
  type1 = FALSE,
  type2 = FALSE,
  bestK = 1,
  all = FALSE,
  inclusion = FALSE,
  cdfs = numeric(0),
  extremeMultiplier = 0,
  mixture4 = FALSE
)

Arguments

model

If TRUE, some information about the models is saved.

type1

If TRUE and implemented, extra information is saved. This can be the coefficients in the SUR search or predictions in the VARMA search.

type2

If TRUE and implemented, extra information is saved. This is similar to type1. It is reserved for future updates.

bestK

The number of best items to be saved in model, type1, or type2 information.

all

If TRUE, all models' information is saved.

inclusion

If TRUE, inclusion weights are saved.

cdfs

Weighted average of the CDFs at each given point is calculated (for type1 and type2 cases).

extremeMultiplier

A number that determines the multiplier in the extreme bound analysis (for type1 and type2 cases). Use zero to disable it.

mixture4

If TRUE, the first four moments of the average distributions are calculated in type1 and type2 cases.

Value

A list with the given options.