depmeasure {tsxtreme}

Dependence measures estimates

Description

Test or show objects of class "depmeasure".

Usage

is.depmeasure(x)

Arguments

x

an arbitrary R object.

Value

An object of class 'depmeasure' is a list which contains:

fit

an object of class 'bayesfit'

distr

an array with the samples used for the estimation.

probs, levels

points —probability and original scale respectively— at which the dependence measure is estimated

Depending on the dependence measure, theta or chi, a matrix with levels on row-entries and mean, median and specified quantiles of the posterior distribution of theta or chi respectively.

See Also

depmeasures