fDISTFIT-class: Class '"fDISTFIT"'

In fBasics: Rmetrics - Markets and Basic Statistics

Class "fDISTFIT"

Description

S4 class representing fitted distributions.

Objects from the Class

Objects can be created by calls of the form new("fDISTFIT", ...) but are typically created by functions fitting distributions.

Slots

call:

Object of class "call" ~~

model:

Object of class "character" ~~

data:

Object of class "data.frame" ~~

fit:

Object of class "list" ~~

title:

Object of class "character" ~~

description:

Object of class "character" ~~

Slot fit is a list. Its components depend on the fitting functions. Here is the meaning of some common ones:

estimate

the point at which the maximum value of the log liklihood function is obtained.

minimum

the value of the estimated maximum, i.e. the value of the log liklihood function.

code

an integer indicating why the optimization process terminated.
1: relative gradient is close to zero, current iterate is probably solution;
2: successive iterates within tolerance, current iterate is probably solution;
3: last global step failed to locate a point lower than estimate. Either estimate is an approximate local minimum of the function or steptol is too small;
4: iteration limit exceeded;
5: maximum step size stepmax exceeded five consecutive times. Either the function is unbounded below, becomes asymptotic to a finite value from above in some direction or stepmax is too small.

gradient

the gradient at the estimated maximum.

Methods

show

signature(object = "fDISTFIT"): ...

Examples

showClass("fDISTFIT")

fBasics documentation built on Sept. 11, 2024, 6:34 p.m.