https://github.com/cran/GAS
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Tip revision: f16149aeacd37dac09ff5402f4b4a42358f29541 authored by Leopoldo Catania on 08 September 2016, 13:18:15 UTC
version 0.1.4
Tip revision: f16149a
mGASRoll-class.Rd
\name{mGASRoll}
\Rdversion{0.1}
\docType{class}
\alias{mGASRoll}
\alias{mGASRoll-class}
\alias{LogScore,mGASRoll-method}
\alias{getForecast,mGASRoll-method}
\alias{getMoments,mGASRoll-method}
\alias{plot,mGASRoll,missing-method}
\alias{show,mGASRoll-method}
\title{Class for the Multivariate GAS Rolling object}
\description{
Class for the multivariate GAS rolling object.
}
\section{Objects from the Class}{A virtual Class: No objects may be created from it.}
\section{Slots}{
  \describe{
    \item{\code{Forecast}:}{Object of class \code{list}. Contains forecasts:
    \itemize{
\item \code{PointForecast}: \code{matrix} with parameters forecasts.
\item \code{Moments}: \code{list} with centered moments forecasts. The first element contains a \code{matrix} with the predicted conditional means. The second element contains an \code{array} with the predicted conditional covariances.
\item \code{vLS}: \code{numeric} Log Score (Predictive Log Likelihood).
}
}
%
\item{\code{Info}:}{\code{list} with forecast information.}
\item{\code{Data}:}{\code{list} with original data.}
}
}
\section{Methods}{
\itemize{
\item \code{show} \code{signature(object = 'uGASFor')}: Show summary.
\item \code{plot} \code{signature(x = 'uGASFor',y = 'missing')}: Plot forecasted quantities.
\item \code{getForecast} \code{signature(object = 'uGASFor')}: Extract parameters forecast.
\item \code{getObs} \code{signature(object = 'uGASFor')}: Extract original observations.
\item \code{getMoments} \code{signature(object = 'uGASFor')}: Extract moments forecasts.
\item \code{LogScore} \code{signature(object = 'uGASFor')}: Extract Log Scores.
}
}
\author{Leopoldo Catania}
\keyword{classes}
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