| 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.