summary.gcrq | R Documentation |
summary and print methods for class gcrq
## S3 method for class 'gcrq'
summary(object, type=c("sandw","boot"), digits = max(3, getOption("digits") - 3),
signif.stars =getOption("show.signif.stars"), ...)
object |
An object of class |
type |
Which covariance matrix should be used to compute the estimate standard errors? |
digits |
controls number of digits printed in output. |
signif.stars |
Should significance stars be printed? |
... |
further arguments. |
summary.gcrq
returns some information on the fitted quantile curve at different probability values, such as the estimates, standard errors, values of check (objective) function values at solution. Currently there is no print.summary.gcrq
method, so
summary.gcrq
itself prints results.
The SIC returned by print.gcrq
and summary.gcrq
is computed as \log(\rho_\tau/n) + \log(n) edf/(2 n)
, where \rho_tau
is the usual asymmetric sum of residuals (in absolute value). For multiple J
quantiles it is \log(\sum_\tau\rho_\tau/(n J)) + \log(n J) edf/(2 n J)
. Note that computation of SIC in AIC.gcrq
relies on the Laplace assumption for the response.
Vito M.R. Muggeo
gcrq
## see ?gcrq
##summary(o)
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