GPCAvarest2-class — GPCAvarest2-class • RMAWGEN

This class inherits varest2 and contains all information about GPCA (GPCA transformation.

Details

GPCA_data:

A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the time series, it is the result of GPCA function applied to the input data of getVARmodel

GPCA_residuals:

A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the residuals of the VAR model contained in the VAR slot; it is NULL if no Gaussiatization of residuals is applied. Object of class "list"

VAR:

S3 Object of class "varest"

#' @note A GPCAvarest2 object can be created by new("GPCAvarest2", ...) or returned by the function getVARmodel

Author

Emanuele Cordano

Examples

showClass("GPCAvarest2")
#> Class "GPCAvarest2" [package "RMAWGEN"]
#> 
#> Slots:
#>                                                    
#> Name:       GPCA_data GPCA_residuals            VAR
#> Class:           GPCA           GPCA         varest
#> 
#> Extends: "varest2"