summary.gkwfit | R Documentation |
Calculates and prepares a detailed summary of a model fitted by gkwfit
.
This includes coefficients, standard errors, test statistics (z-values), p-values,
log-likelihood, information criteria (AIC, BIC, AICc), number of estimated
parameters, convergence status, and optimizer details.
## S3 method for class 'gkwfit'
summary(object, correlation = FALSE, ...)
object |
An object of class |
correlation |
Logical; if |
... |
Additional arguments (currently unused). |
This function computes standard errors, z-values (Estimate / SE
), and
p-values (two-tailed test based on the standard normal distribution) for the
estimated model parameters by utilizing the coefficient estimates (coef
)
and their variance-covariance matrix (vcov
). This requires that the
variance-covariance matrix was successfully computed and is available in the
object
(typically requires hessian = TRUE
in the original
gkwfit
call and successful Hessian inversion).
If standard errors cannot be reliably calculated (e.g., vcov
is missing,
invalid, or indicates non-positive variance), the corresponding columns in the
coefficient table will contain NA
values, and the se_available
flag will be set to FALSE
.
The returned object is of class "summary.gkwfit"
, and its printing is
handled by print.summary.gkwfit
.
An object of class "summary.gkwfit"
, which is a list containing:
call |
The original function call. |
family |
The specified distribution family. |
coefficients |
A matrix of estimates, standard errors, z-values, and p-values. Contains NAs if SEs could not be computed. |
loglik |
The maximized log-likelihood value (numeric). |
df |
The number of estimated parameters. |
aic |
Akaike Information Criterion. |
bic |
Bayesian Information Criterion. |
aicc |
Corrected Akaike Information Criterion. |
nobs |
Number of observations used in fitting (integer). |
convergence |
The convergence code returned by the optimizer. |
message |
The message returned by the optimizer. |
se_available |
Logical indicating if standard errors could be computed. |
correlation |
The correlation matrix of coefficients (if |
fixed |
A named list of parameters that were held fixed during estimation, or |
fit_method |
The primary fitting method specified ('tmb' or 'nr'). |
optimizer_method |
The specific optimizer used (e.g., 'nlminb', 'optim', 'Newton-Raphson'). |
Lopes, J. E. (with refinements)
gkwfit
, print.summary.gkwfit
, coef.gkwfit
, vcov.gkwfit
, logLik.gkwfit
, AIC.gkwfit
# Generate data and fit model
set.seed(2203)
y <- rkw(50, alpha = 2, beta = 3)
fit <- gkwfit(data = y, family = "kw", plot = FALSE)
# Display detailed summary with parameter estimates and standard errors
summary(fit)
# Control digits in output
summary(fit, digits = 4)
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