diff options
| -rw-r--r-- | R/estpoly.R | 15 |
1 files changed, 11 insertions, 4 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index d38a9d3..596b98c 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -40,11 +40,16 @@ summary.estpoly <- function(x) N <- nrow(ek); np <- nrow(params) # fit characteristics - mse <- t(ek)%*%ek/N - fpe <- det(mse)*(1+np/N)/(1-np/N) + mse <- det(t(ek)%*%ek)/N + fpe <- mse*(1+np/N)/(1-np/N) nrmse <- 1 - sqrt(sum(ek^2))/sqrt(sum((y-mean(y))^2)) + AIC <- N*log(mse) + 2*np + N*dim(matrix(y))[2]*(log(2*pi)+1) + AICc <- AIC*2*np*(np+1)/(N-np-1) + nAIC <- log(mse) + 2*np/N + BIC <- N*log(mse) + N*dim(matrix(y))[2]*(log(2*pi)+1) + np*log(N) - report <- list(fit=list(N=N,mse=mse,fpe=fpe,fitper = nrmse),params=params) + report <- list(fit=list(mse=mse,fpe=fpe,fitper = nrmse*100,AIC=AIC,AICc=AICc, + nAIC=nAIC,BIC=BIC),params=params) res <- list(model=model,report=report) class(res) <- "summary.estpoly" res @@ -52,8 +57,10 @@ summary.estpoly <- function(x) #' @export print.summary.estpoly <- function(x,...){ + dots <- list(...) + dig <- if(is.null(dots$digits)) 3 else dot$digits print(x$model,se=x$report$params[,2],...) - print(x$report$fit,...) + print(x$report$fit,digits=dig,...) } #' @export |