summary.vgFit {VarianceGamma} | R Documentation |
Summarizing Variance Gamma Distribution Fit
Description
summary
Method for class "vgFit"
.
Usage
## S3 method for class 'vgFit'
summary(object, ...)
## S3 method for class 'summary.vgFit'
print(x, digits = max(3, getOption("digits") - 3), ...)
Arguments
object |
An object of class |
x |
An object of class |
digits |
The number of significant digits to use when printing. |
... |
Further arguments passed to or from other methods. |
Details
summary.vgFit
calculates standard errors for the estimates of
c
, \sigma
, \theta
, and
\nu
of the variance gamma distribution parameter vector
param
if the Hessian from the call to optim
or
nlm
is available. Because the parameters in the call to
the optimiser are c
, \log(\sigma)
,
\theta
and \log(\nu)
, the delta method is
used to obtain the standard errors for \sigma
and
\nu
.
Value
If the Hessian is available, summary.vgFit
computes
standard errors for the estimates of c
, \sigma
,
\theta
, and \nu
, and adds them to object
as object$sds
. Otherwise, no calculations are performed and the
composition of object
is unaltered.
summary.vgFit
invisibly returns x
with class changed to
summary.vgFit
.
See vgFit
for the composition of an object of class
vgFit
.
print.summary.vgFit
prints a summary in the same format as
print.vgFit
when the Hessian is not available from
the fit. When the Hessian is available, the standard errors for the
parameter estimates are printed in parentheses beneath the parameter
estimates, in the manner of fitdistr
in the package
MASS
.
See Also
Examples
### Continuing the vgFit(.) example:
param <- c(0,0.5,0,0.5)
dataVector <- rvg(500, param = param)
fit <- vgFit(dataVector)
print(fit)
summary(fit)