summary.copulaReg: copulaReg summary

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/summary.copulaReg.r

Description

It takes a fitted copulaReg object produced by copulaReg() and produces some summaries from it.

Usage

1
2
3
4
5
6
7
8
9
## S3 method for class 'copulaReg'
summary(object, n.sim = 100, prob.lev = 0.05, ...)
   


## S3 method for class 'summary.copulaReg'
print(x, digits = max(3, getOption("digits") - 3), 
           signif.stars = getOption("show.signif.stars"), ...)
 

Arguments

object

A fitted copulaReg object as produced by copulaReg().

x

summary.copulaReg object produced by summary.copulaReg().

n.sim

The number of simulated coefficient vectors from the posterior distribution of the estimated model parameters. This is used to calculate intervals for the association parameter, dispersion coefficient etc. It may be increased if more precision is required.

prob.lev

Probability of the left and right tails of the posterior distribution used for interval calculations.

digits

Number of digits printed in output.

signif.stars

By default significance stars are printed alongside output.

...

Other arguments.

Details

This function is very similar to summary.SemiParBIVProbit().

print.summary.copulaReg prints model term summaries.

Value

tableP1

Table containing parametric estimates, their standard errors, z-values and p-values for equation 1.

tableP2,tableP3, ...

As above but for equation 2 and equations 3 and 4 if present.

tableNP1

Table of nonparametric summaries for each smooth component including effective degrees of freedom, estimated rank, approximate Wald statistic for testing the null hypothesis that the smooth term is zero and corresponding p-value, for equation 1.

tableNP2,tableNP3, ...

As above but for equation 2 and equations 3 and 4 if present.

n

Sample size.

theta

Estimated dependence parameter linking the two equations.

sigma21,sigma22

Estimated distribution specific parameters for equations 1 and 2.

nu1,nu2

Estimated distribution specific parameters for equations 1 and 2.

formula1,formula2,formula3, ...

Formulas used for the model equations.

l.sp1,l.sp2,l.sp3, ...

Number of smooth components in model equations.

t.edf

Total degrees of freedom of the estimated bivariate model.

CItheta

Interval(s) for θ.

CIsig21,CIsig22,CInu1,CInu2

Intervals for distribution specific parameters

Author(s)

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk

See Also

plot.SemiParBIVProbit, predict.SemiParBIVProbit

Examples

1
## see examples for copulaReg

SemiParBIVProbit documentation built on June 20, 2017, 9:03 a.m.