| summary.tsdistribution.spdestimate {tsdistributions} | R Documentation |
Summary of estimated SPD distribution
Description
Summary of estimated SPD distribution
Usage
## S3 method for class 'tsdistribution.spdestimate'
summary(object, ...)
Arguments
object |
an object of class “tsdistribution.spdestimate”. |
... |
additional parameters passed to the summary method. |
Details
The standard errors assume a blog diagonal covariance structure between the upper and lower Generalized Pareto Tails.
Value
A list of summary statistics of the fitted model given in object.
[Package tsdistributions version 1.0.1 Index]