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Extract Attributes from a ROAMS SSM List

Source: R/get_attribute.R
get_attribute.Rd

Retrieves a specified attribute from each model within a roams_SSM_list object. Also works if a single model of class roams_SSM is provided.

Usage

get_attribute(model_list, attribute)

Arguments

model_list

An object of class roams_SSM_list or a single roams_SSM model. May optionally include in-sample information added via attach_insample_info.

attribute

A character string specifying the name of the attribute to extract. Must be one of the available scalar attributes (e.g. BIC, lambda) or list/vector attributes (e.g. filtered_states, smoothed_states).

Value

If attribute is a scalar attribute (e.g., BIC or lambda), returns a numeric or character vector containing that attribute across all models.

If attribute is a list-like attribute (e.g., par or gamma), returns a list of those values, across all models.

Details

Available attributes depend on whether in-sample information has been attached using attach_insample_info(). If not, only core model components (e.g. par, gamma, y) and scalar metrics (e.g. BIC, loglik) are available.

Scalar Attributes (always available):

  • lambda: Regularization penalty value.

  • prop_outlying: Proportion of outlying time points identified.

  • BIC: Bayesian Information Criterion.

  • loglik: Log-likelihood.

  • RSS: Residual sum of squares.

  • iterations: Number of IPOD iterations.

  • value: Final objective function value.

  • convergence: Convergence status of optimizer.

  • message: Optimizer termination message.

List/Vector Attributes that are always available:

  • par, gamma, y, counts

List/Vector Attributes that are only available if in-sample info is attached:

  • smoothed_states, filtered_states, predicted_states

  • smoothed_observations, filtered_observations, predicted_observations

  • smoothed_states_var, filtered_states_var, predicted_states_var, predicted_observations_var

  • mahalanobis_residuals

Note that these 'in-sample info' attributes are typically only available if model_list is a single roams_SSM with in-sample information already attached using attach_insample_info(). If model_list is a roams_SSM_list, these attributes will not be available unless all models in the list have in-sample information attached.

See also

attach_insample_info, roams_SSM