A broom-style glance() method: a one-row summary of a gmm_fit with
the regime, the component count and dimension, convergence, iteration
count, and the regime's headline fit statistics. Available as
generics::glance(fit) when the generics package is installed.
Value
A one-row data frame with columns regime, n_components,
dim, converged, iterations, ess, kld_final, validation_kld,
loglik_final and bic (NA where not applicable to the regime).
Details
For a regime-(iii) fit, kld_final is estimated on the same importance
draws the fit was tuned to, so it reads low and can be negative.
validation_kld is the estimate on an independent draw and is the one to
quote as the fit's accuracy; it is NA when the fit was made with
validation_size = 0.
Arguments
Called as generics::glance(x, ...), where x is a gmm_fit and ...
is ignored.
See also
Other classes:
autoplot.gmm_fit,
gmm(),
gmm_counterfactual_law(),
gmm_dim(),
gmm_fit(),
gmm_n_components(),
gmm_target(),
gmm_weights(),
is_proposal(),
tidy.gmm
Examples
fit <- fit_proxymix(banana_target(), N = 2L, regime = "kld",
is_size = 1000L, max_iter = 10L, seed = 1L)
generics::glance(fit)
#> regime n_components dim converged iterations ess kld_final
#> 1 kld 2 2 TRUE 10 706.9948 0.1123726
#> validation_kld loglik_final bic
#> 1 0.1475466 NA NA