stepfit {tsxtreme}

Estimates from stepwise fit

Description

Create, test or show objects of class "stepfit".

Usage

stepfit()

is.stepfit(x)

Arguments

x

an arbitrary R object.

Value

An object of class "stepfit" is a list containing:

a, b

Heffernan–Tawn parameters.

res

fitted residuals.

pars.se

estimated standard error of a and b.

See Also

bayesfit, depmeasure