Compute the mean of the residuals

Usage

bias(fitobj)

Arguments

fitobj: Output of the fit function.

Value

Numeric denoting the mean of the residuals. If multiple dimensions exist in the residuals, then the mean will be computed for each dimension separately and the average of them will be returned.

Examples

# Generate a dataset
data <- dataset(Y = rnorm(100), X = rnorm(100)) |>
  suppressWarnings()

# Estimate the exponential discounting model on these data
fitobj <- fit(
  exponential(),
  data,
  itermax = 50,
  trace = FALSE
)

# Compute the autocorrelation based on this fitobj
bias(fitobj)
#> [1] 4.810028e-05