R: Methods for objects of class '"dgaps"'

dgaps_methods {exdex}

R Documentation

Methods for objects of class `"dgaps"`

Description

Methods for objects of class c("dgaps", "exdex") returned from dgaps.

Usage

## S3 method for class 'dgaps'
coef(object, ...)

## S3 method for class 'dgaps'
vcov(object, type = c("observed", "expected"), ...)

## S3 method for class 'dgaps'
nobs(object, ...)

## S3 method for class 'dgaps'
logLik(object, ...)

## S3 method for class 'dgaps'
print(x, digits = max(3L, getOption("digits") - 3L), ...)

## S3 method for class 'dgaps'
summary(
  object,
  se_type = c("observed", "expected"),
  digits = max(3, getOption("digits") - 3L),
  ...
)

## S3 method for class 'summary.dgaps'
print(x, ...)

Arguments

`object`	and object of class `c("dgaps", "exdex")` returned from `dgaps`.
`...`	For `print.summary.dgaps`, additional arguments passed to `print.default`.
`type`	A character scalar. Should the estimate of the variance be based on the observed information or the expected information?
`x`	`print.dgaps`. An object of class `c("dgaps", "exdex")`, a result of a call to `dgaps`. `print.summary.dgaps`. An object of class `"summary.dgaps"`, a result of a call to `summary.dgaps`.
`digits`	`print.dgaps`. The argument `digits` to `print.default`. `summary.dgaps`. An integer. Used for number formatting with `signif`.
`se_type`	A character scalar. Should the estimate of the standard error be based on the observed information or the expected information?

Value

coef.dgaps. A numeric scalar: the estimate of the extremal index \theta.

vcov.dgaps. A 1 \times 1 numeric matrix containing the estimated variance of the estimator.

nobs.dgaps. A numeric scalar: the number of inter-exceedance times used in the fit. If x$inc_cens = TRUE then this includes up to 2 censored observations.

logLik.dgaps. An object of class "logLik": a numeric scalar with value equal to the maximised log-likelihood. The returned object also has attributes nobs, the numbers of K-gaps that contribute to the log-likelihood and "df", which is equal to the number of total number of parameters estimated (1).

print.dgaps. The argument x, invisibly.

summary.dgaps. Returns a list containing the list element object$call and a numeric matrix summary giving the estimate of the extremal index \theta and the estimated standard error (Std. Error).

print.summary.dgaps. The argument x, invisibly.

Examples

See the examples in dgaps.