EchoRLiu / robustGarch

robGarch package - GSoC 2020 Project - The R Project for Statistical Computing
https://summerofcode.withgoogle.com/projects/#5730856687108096
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Organize `robGarch` output properties #38

Open dan9401 opened 1 week ago

dan9401 commented 1 week ago

Right now the return of the robGarch function has close to 20 output properties. Let's reorganize the output (probably just using lists) to have fewer properties and meaningful names on the 1st-level.

EchoRLiu commented 1 week ago
robustport commented 1 week ago

Specifically:

(1) Combine optimizer, optimizer_x0, optimizer_control, optimizer_result into a list named optDetails or optimizerDetails (I prefer camelCase/CamelCase, but if you prefer underscore, you can just interpret my camelCase as underscore). (2) data_name is redundant and can be deleted, (3) Change fixed_pars to tuningPars (4) Change methods to fitMethod, and return this as an output component, (5) Maybe we don't need to return yt, and if we do, it should be y_t, (6) Change observed_I to infoMatrix, (7) objective should be added to the optimizer list, (8) Delete time_elapsed (the R user can always do this outside the function, (9) put message in the optDetails list, (10) coefficients are missing and should be added, (11) standard_error, t_value, and p_value should be deleted, and made available via the summary method.