16 improve print and summary

[dan9401]

@EchoRLiu @martinrd3D

This achieves mostly what summary.lm and print.lm are doing. Please take a look.

One remaining item to achieve the following behavior of summary.lm, we need a summary.lm class. I'm not sure if we want to do that.

a = summary(lmfit) # this does not print the output
a                  # this prints the output
``

[dan9401]

The GitHub action failure seems to be due to a current update issue
https://forum.posit.co/t/r-cmd-check-fails-on-macos-latest-release-r-lib-actions-setup-r-v2/195084/3

Likely will be resolved in a few days when brew recipes are updated.

[dan9401]

Current print.robustGARCH and summary.robustGARCH output:

> data("gspc")
> fit <- robGarch(gspc[1:604], methods="BM", fixed_pars = c(0.8, 3.0))
fit
> fit

Model:  BM

Coefficients:
   gamma     alpha      beta  
7.30e-06  4.13e-02  8.12e-01

> summary(fit)

Model: BM, div = 0.8, k = 3
Data: gspc[1:604]
Observations: 604

Result:
       Estimate  Std.Error  t-statistic  p-value  significance
gamma  0         0          0.022        0.982                
alpha  0.041     5.711      0.007        0.994                
beta   0.812     11.715     0.069        0.945                
---
Signif. codes:  0 '***'' 0.001 '**'' 0.01 '*' 0.05 '.' 0.1 '' 1

Initial parameter estimates:
gamma  alpha   beta  
 0.64   0.00   0.40  

Log-likelihood: 2.0533
Optimizer: Rsolnp
Time elapsed: 3.10632 secs
Convergence Message: 0

[martinrd3D]

That looks good. Doug

…

On Sat, Nov 30, 2024 at 8:52 AM djsummer ***@***.***> wrote: Current print.robustGARCH and summary.robustGARCH output: > data("gspc") > fit <- robGarch(gspc[1:604], methods="BM", fixed_pars = c(0.8, 3.0)) fit > fit Model: BM Coefficients: gamma alpha beta 7.30e-06 4.13e-02 8.12e-01 > summary(fit) Model: BM, div = 0.8, k = 3 Data: gspc[1:604] Observations: 604 Result: Estimate Std.Error t-statistic p-value significance gamma 0 0 0.022 0.982 alpha 0.041 5.711 0.007 0.994 beta 0.812 11.715 0.069 0.945 --- Signif. codes: 0 '***'' 0.001 '**'' 0.01 '*' 0.05 '.' 0.1 '' 1 Initial parameter estimates: gamma alpha beta 0.64 0.00 0.40 Log-likelihood: 2.0533 Optimizer: Rsolnp Time elapsed: 3.10632 secs Convergence Message: 0 — Reply to this email directly, view it on GitHub <#44 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AP575Y7UYLI4GWDYUC47Z6D2DHUMVAVCNFSM6AAAAABSM2L7FSVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDKMBZGAZTONRRGM> . You are receiving this because you were mentioned.Message ID: ***@***.***>

-- R. Douglas Martin Professor Emeritus in Applied Mathematics and Statistics University of Washington

[dan9401]

The rest of the comment in the issue should be addressed, with the exception of:

1. Improve print.robustGARCH() and summary.robustGARCH() to follow lm #16 (comment), we'll need a custom algo to determine frequency, for the date we would need the input to be enforced to xts.
2. The digits of the loglikelihood is fixed to 6 digits. Otherwise, when we set the display to a smaller number it looks weird.

[martinrd3D]

On Sat, Nov 30, 2024 at 9:06 AM djsummer ***@***.***> wrote: The rest of the comment in the issue should be addressed, with the exception of: 1. #16 (comment) <#16 (comment)>, we'll need a custom algo to determine frequency, for the date we would need the input to be enforced to xts. Agreed, let's force the input to be an xts object. 1. The digits of the loglikelihood is fixed to 6 digits. Otherwise, when we set the display to a smaller number it looks weird. I guess that is fine as it gives enough additional precision relative to

typical rounding to 2 or 3 digits for tables in documents. Doug

…

— Reply to this email directly, view it on GitHub <#44 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AP575Y5SSWJ2YF3UZ2NABMD2DHWBXAVCNFSM6AAAAABSM2L7FSVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDKMBZGA3TKOBUGI> . You are receiving this because you were mentioned.Message ID: ***@***.***>

-- R. Douglas Martin Professor Emeritus in Applied Mathematics and Statistics University of Washington