Coefficient of Variation of FLR objects with multiple iterations

Description

The Coefficient of Variation of an object with mutiple iterations along the sixth (iter) dimension can be calculated using cv(). An object of the same class, with length=1 on the sixth dimension, will be returned.

CV of x is calculated as sd(x)/mean(x).

For objects of class FLModel, cv returns the result of

sqrt(diag(sigma))/theta

where sigma is the variance-covariance matrix of the theta parameter set.

Generic function

cv(object)

Methods

signature(object=FLQuant) :

Works along the iter dimension of an FLQuant

Author(s)

The FLR Team

See Also

FLComp

Examples

flq <- FLQuant(rnorm(200, 5, 10), dim=c(5,10), iter=100)
cv(flq)