If TRUE then no information is printed during estimation.
simulation.args
A list of any arguments to pass to simulate.
estimation
A character string indicating the estimation routine to use.
estimation.args
A list of any arguments to pass to the estimation routine.
criterion
A function to apply to the results of estimation to extract
the information which is to be retained.
criterion.args
A list of any arguments to be passed to the criterion function.
obj
an object.
Details
estimation.args and criterion.args should be NULL if no args are needed.
If model is an object of class 'EstEval' or 'simulation'
then the model and the seed!!! are extracted so the evaluation will be
based on the same generated sample.
criterion can be 'coef', 'roots', 'TSmodel', or 'TSestModel'.
With the default (coef) or with TSmodel the other criteria
can be reconstructed
(when the estimation method finds a known form for the model - which
is not always the case, for example with estBlackBox methods).
If criterion = 'roots' then
criterion.args= list(verbose=FALSE) is advised.
Value
A list with element result of length replications, each element containing the
results of criterion(estimation(simulate(model))). Other elements of
the list contain information from the supplied arguments.
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(TSdata(output=outputData(eg1.DSE.data.diff)))
z <- EstEval(model,
estimation="estVARXls", estimation.args=list(max.lag=2))
tfplot(z)
zz <- EstEval(model,
estimation="estVARXls", estimation.args=list(max.lag=2),
simulation.args=list(sampleT=50, sd=1.5))
is.EstEval(z)
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(EvalEst)
Loading required package: tfplot
Loading required package: tframe
Loading required package: dse
Attaching package: 'dse'
The following objects are masked from 'package:stats':
acf, simulate
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/EvalEst/EstEval.Rd_%03d_medium.png", width=480, height=480)
> ### Name: EstEval
> ### Title: Evaluate an estimation method
> ### Aliases: EstEval is.EstEval
> ### Keywords: ts
>
> ### ** Examples
>
> data("eg1.DSE.data.diff", package="dse")
> model <- estVARXls(TSdata(output=outputData(eg1.DSE.data.diff)))
> z <- EstEval(model,
+ estimation="estVARXls", estimation.args=list(max.lag=2))
Calculating 100 estimates.
> tfplot(z)
> zz <- EstEval(model,
+ estimation="estVARXls", estimation.args=list(max.lag=2),
+ simulation.args=list(sampleT=50, sd=1.5))
Calculating 100 estimates.
> is.EstEval(z)
[1] TRUE
>
>
>
>
>
> dev.off()
null device
1
>