kgaps_methods {exdex} | R Documentation |
Methods for objects of class "kgaps"
Description
Methods for objects of class c("kgaps", "exdex")
returned from
kgaps
.
Usage
## S3 method for class 'kgaps'
coef(object, ...)
## S3 method for class 'kgaps'
vcov(object, type = c("observed", "expected"), ...)
## S3 method for class 'kgaps'
nobs(object, ...)
## S3 method for class 'kgaps'
logLik(object, ...)
## S3 method for class 'kgaps'
print(x, digits = max(3L, getOption("digits") - 3L), ...)
## S3 method for class 'kgaps'
summary(
object,
se_type = c("observed", "expected"),
digits = max(3, getOption("digits") - 3L),
...
)
## S3 method for class 'summary.kgaps'
print(x, ...)
Arguments
object |
and object of class |
... |
For |
type |
A character scalar. Should the estimate of the variance be based on the observed information or the expected information? |
x |
|
digits |
|
se_type |
A character scalar. Should the estimate of the standard error be based on the observed information or the expected information? |
Value
coef.kgaps
. A numeric scalar: the estimate of the extremal index
\theta
.
vcov.kgaps
. A 1 \times 1
numeric matrix containing the
estimated variance of the estimator.
nobs.kgaps
. A numeric scalar: the number of inter-exceedance times
used in the fit. If x$inc_cens = TRUE
then this includes up to 2
censored observations.
logLik.kgaps
. An object of class "logLik"
: a numeric scalar
with value equal to the maximised log-likelihood. The returned object
also has attributes nobs
, the numbers of K
-gaps that
contribute to the log-likelihood and "df"
, which is equal to the
number of total number of parameters estimated (1).
print.kgaps
. The argument x
, invisibly.
summary.kgaps
. Returns a list containing the list element
object$call
and a numeric matrix summary
giving the estimate
of the extremal index \theta
and the estimated standard error
(Std. Error).
print.summary.kgaps
. The argument x
, invisibly.
Examples
See the examples in kgaps
.
See Also
kgaps
for maximum likelihood estimation of the
extremal index \theta
using the K
-gaps model.
confint.kgaps
for confidence intervals for
\theta
.