Estimated Parametric Aggregation Parameters

Extracts the estimated parameters of parametric aggregation schemes ("expalmon", "beta") from a fitted mf_model() object. These are the parameters whose implied weights are returned by weights.mf_model().

Usage

aggregation_parameters(object, indicator = NULL, ...)

# S3 method for class 'mf_model'
aggregation_parameters(object, indicator = NULL, ...)

Arguments

object

A fitted "mf_model" object returned by mf_model().

indicator

Optional indicator selector, either an indicator name or a position. When supplied, the parameters for that single indicator are returned directly; when NULL (default), a named list is returned.

...

Unused.

Value

When indicator is NULL, a named list with one element per indicator that used a parametric aggregator, each a numeric parameter vector. When indicator is supplied, that single element, or NULL when the indicator did not use a parametric aggregator.

See also

weights.mf_model() for the implied aggregation weights.

Examples

gdp_growth <- tsbox::ts_pc(gdp)
#> [value]: 'values' 
#> [value]: 'values' 
gdp_growth <- tsbox::ts_na_omit(gdp_growth)
#> [value]: 'values' 
model <- mf_model(
  target = gdp_growth,
  indic = baro,
  indic_aggregators = "expalmon",
  h = 1
)

aggregation_parameters(model)
#> $baro
#> [1]  -4.913616 -10.000000
#>