Merge pull request #44 from EchoRLiu/16-improve-print-and-summary

16 improve print and summary

NAMESPACE

@@ -1,11 +1,13 @@
 # Generated by roxygen2: do not edit by hand
 
+S3method(coef,robustGARCH)
 S3method(plot,robustGARCH)
 S3method(print,robustGARCH)
 S3method(summary,robustGARCH)
 export(robGarch)
 importFrom(graphics,legend)
 importFrom(graphics,par)
+importFrom(stats,coef)
 importFrom(stats,density)
 importFrom(stats,integrate)
 importFrom(stats,median)

R/robustGARCH-summary.R

@@ -1,7 +1,16 @@
 #' @title Summary for robustGARCH class
 #'
+#' @name robustGARCH-summary
+#' @aliases summary.robustGARCH
+#' @aliases print.robustGARCH
+#' @aliases plot.robustGARCH
+#' @aliases coef.robustGARCH
+#' @aliases aef
+#'
 #' @description Summary for robustGARCH S3 class
 #'
+#' @importFrom stats coef
+#'
 #' @param fit A robustGARCH fit object of class \code{\link{robGarch}}
 #' @param x Same as fit, for plot.robustGARCH and print.robustGARCH
 #' @param object Same as fit, for summary.robustGARCH
@@ -16,12 +25,6 @@
 #' @param ... # to be written
 #' @param nu degrees of freedom in a Student's t-distribution.
 #'
-#' @name robustGARCH-summary
-#' @aliases summary.robustGARCH
-#' @aliases print.robustGARCH
-#' @aliases plot.robustGARCH
-#' @aliases aef
-#'
 #' @examples
 #'
 #' data("gspc")
@@ -30,68 +33,122 @@
 #' summary(fit)
 #' print(fit)
 #' plot(fit)
-#' 
+#' coef(fit)
+#'
 #' @export
 summary.robustGARCH <- function(object, digits = 3, ...){
-# summary.robustGARCH <- function(fit, digits = 3){
-
-# notes on why the name change
-# Undocumented arguments in Rd file 'robustGARCH-summary.Rd'
-#      ‘object’
-# Functions with \usage entries need to have the appropriate \alias
-#    entries, and all their arguments documented.
-#    The \usage entries must correspond to syntactically valid R code.
-#    See chapter ‘Writing R documentation files’ in the ‘Writing R
-#    Extensions’ manual.
+  # summary.robustGARCH <- function(fit, digits = 3){
+
+  # notes on why the name change
+  # Undocumented arguments in Rd file 'robustGARCH-summary.Rd'
+  #      ‘object’
+  # Functions with \usage entries need to have the appropriate \alias
+  #    entries, and all their arguments documented.
+  #    The \usage entries must correspond to syntactically valid R code.
+  #    See chapter ‘Writing R documentation files’ in the ‘Writing R
+  #    Extensions’ manual.
   fit <- object
-
-  res <- rbind(round(fit$fitted_pars, digits), round(fit$standard_error, digits), round(fit$t_value, digits), round(fit$p_value, digits))
-  colnames(res) <- names(fit$fitted_pars)
-  rownames(res) <- c("Estimates", "Std. Errors", "t-statistic", "p-value")
-
-  cat("Model: ", fit$fitMethod, " ")
-  if (fit$fitMethod == "BM"){
-    cat("with div = ", fit$robTunePars[1], ", k = ", fit$robTunePars[2])
-  }
-  if (fit$fitMethod == "M"){
-    cat("with div = ", fit$robTunePars[1])
+  method = fit$fitMethod
+  robTunePars = fit$robTunePars
+  fitted_pars = fit$fitted_pars
+
+  # model spec
+  model_str = paste0("Model: ", method, ", ")
+  if (method == "BM") {
+    pars_str = paste0("div = ", robTunePars[1], ", k = ", robTunePars[2])
+  } else if (method == "M") {
+    pars_str = paste0("div = ", robTunePars[1])
   }
-  cat("\nData: ", fit$data_name, "\n")
-  cat("Observations: ", length(fit$data), "\n")
-  cat("\nResult:\n")
-  print(res)
-  cat("\nLog-likelihood: ", fit$objective)
-  cat("\n\nOptimizer: ", fit$optChoice)
-  if (fit$fitMethod == "MLE"){
-    cat("\nInitial parameter estimates: ", fit$initialPars[1:3], fit$initialPars[5])
-  } else{
-    cat("\nInitial parameter estimates: ", fit$initialPars[1:3])
+  data_str = paste0("Data: ", fit$data_name)
+  obs_str = paste0("Observations: ", length(fit$data))
+  cat("\n")
+  cat(model_str)
+  cat(pars_str)
+  cat("\n")
+  cat(data_str)
+  cat("\n")
+  cat(obs_str)
+  cat("\n")
+
+  # fit result
+  significance = sapply(fit$p_value, function(p) {
+    if (is.na(p)) ""
+    else if (p < 0.001) "***"
+    else if (p < 0.01) "**"
+    else if (p < 0.05) "*"
+    else if (p < 0.1) "."
+    else ""
+  })
+  coefficients <- rbind(round(fitted_pars, digits),
+                        round(fit$standard_error, digits),
+                        round(fit$t_value, digits),
+                        round(fit$p_value, digits))
+  colnames(coefficients) <- names(fitted_pars)
+  rownames(coefficients) <- c("Estimate", "Std.Error", "t-statistic", "p-value")
+  coefficients = t(coefficients)
+  res = cbind(coefficients, significance)
+  cat("\n")
+  cat("Result:")
+  cat("\n")
+  print.default(format(res, digits = digits), print.gap = 2L, quote = FALSE)
+  cat("---")
+  cat("\n")
+  cat("Signif. codes:  0 '***'' 0.001 '**'' 0.01 '*' 0.05 '.' 0.1 '' 1")
+  cat("\n")
+
+  # initial estimate
+  if(method == "MLE") {
+    idx_pars = c(1,2,3,5)
+  } else {
+    idx_pars = 1:3
   }
-  cat("\nTime elapsed: ", fit$time_elapsed)
-  cat("\nConvergence Message: ", fit$message)
+  initial_estimate = c(fit$initialPars[idx_pars])
+  names(initial_estimate) = names(fitted_pars)
+  cat("\n")
+  cat("Initial parameter estimates:")
+  cat("\n")
+  print.default(format(initial_estimate, digits = digits), print.gap = 2L, quote = FALSE)
+
+  # optimization
+  ll_str = paste0("Log-likelihood: ", format(fit$objective, digits=6))
+  opt_str = paste0("Optimizer: ", fit$optChoice)
+  time_str = paste0("Time elapsed: ", format(fit$time_elapsed, digits=6))
+  conv_str = paste0("Convergence Message: ", fit$message)
+  cat("\n")
+  cat(ll_str)
+  cat("\n")
+  cat(opt_str)
+  cat("\n")
+  cat(time_str)
+  cat("\n")
+  cat(conv_str)
+  cat("\n")
+
+  # summary object
+  converged = ifelse(fit$message == 0, TRUE, FALSE) # I'm not sure if this is true
+  summary_list = list(
+    method = method,
+    coefficients = coefficients,
+    loglikelihood = fit$objective,
+    converged = converged
+  )
+  invisible(summary_list)
 }
 
 #' @rdname robustGARCH-summary
 #' @export
-print.robustGARCH <- function(x, digits = 3, ...){
-
-  fit <- x
-
-  res <- rbind(round(fit$fitted_pars, digits))
-  colnames(res) <- names(fit$fitted_pars)
-  rownames(res) <- c("Estimates (Std. Errors)")
-
-  res[1,1] <- gsub("  ","",paste(res[1,1],'( ', round(fit$standard_error[1], digits), ' )'))
-  res[1,2] <- gsub("  ","",paste(res[1,2],'( ', round(fit$standard_error[2], digits), ' )'))
-  res[1,3] <- gsub("  ","",paste(res[1,3],'( ', round(fit$standard_error[3], digits), ' )'))
-  if (fit$fitMethod == "MLE"){
-    res[1,4] <- gsub("  ","",paste(res[1,4],'( ', round(fit$standard_error[4], digits), ' )'))
-  }
-
-  cat("Model: ", fit$fitMethod, "\n")
-  cat("Data: ", fit$data_name, "\n")
-  cat("Result:\n")
-  noquote(res)
+print.robustGARCH <- function(x, digits = 3, ...) {
+
+  fit = x
+  cat("\n")
+  cat("Model: ", fit$fitMethod)
+  cat("\n")
+  cat("\n")
+  cat("Coefficients:")
+  cat("\n")
+  print.default(format(coef(fit), digits = digits), print.gap = 2L, quote = FALSE)
+
+  invisible(fit)
 }
 
 #' @rdname robustGARCH-summary
@@ -103,6 +160,14 @@ plot.robustGARCH <- function(x, digits = 3, estimation_pos = "topleft", line_nam
 
 }
 
+#' @rdname robustGARCH-summary
+#' @export
+coef.robustGARCH = function(object, ...) {
+
+  object$fitted_pars
+
+}
+
 #' @rdname robustGARCH-summary
 aef <- function(fit, nu=5){