summary.loggammarob: Summary Method for '"loggammarob"' Objects

In robustloggamma: Robust Estimation of the Generalized log Gamma Model

Description

Summary method for R object of class "loggammarob" and print method for the summary object.

Usage

## S3 method for class 'loggammarob'
summary(object, p = NULL, conf.level = 0.95,
  prob = 1e-05, ...)
## S3 method for class 'summary.loggammarob'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

object	an R object of class loggammarob, typically created by loggammarob.
p	numeric. Values in the interval [0,1]. Quantile orders for which point estimation and confidence interval are require.
conf.level	numeric. A scalar or a vector of length 4+length(p). This is the confidence level used to construct confidence intervals for the four parameters mu, sigma, lambda and eta and for the quantiles.
prob	numeric. Value in the interval [0,1]. This is used to determine the interval of numerical integration in the evaluation of the asymptotic variance and covariance matrix. See details below.
x	an R object of class summary.loggammarob, typically resulting from summary(loggammarob(..),..).
digits	number of digits for printing, see digits in options.
...	potentially more arguments passed to methods.

Details

The prob argument determines the interval of the numerical integration in the evaluation of the asymptotic variance and covariance matrix with the following code qloggamma(p=prob/2,lambda=lambda) for the lower limit and qloggamma(p=1-prob/2,lambda=lambda) for the upper limit. Here lambda is the estimate.

Value

An object of class summary.loggammarob. A list that includes the following components:

muse	standard error for the mu estimate.
sigmase	standard error for the sigma estimate.
lambdase	standard error for the lambda estimate.
etase	standard error for the eta estimate.
muconf.int	confidence iterval for the mu parameter.
sigmaconf.int	confidence iterval for the sigma parameter.
lambdaconf.int	confidence iterval for the lambda parameter.
etaconf.int	confidence iterval for the eta parameter.

If p is not NULL then

q	quantiles estimate.
qse	standard error for the require quantiles estimate.
qconf.int	confidence iterval for the require quantiles parameter.

Author(s)

C. Agostinelli, A. Marazzi, V.J. Yohai and A. Randriamiharisoa

References

C. Agostinelli, A. Marazzi and V.J. Yohai (2015). Robust estimates of the generalized loggamma distribution. Technometrics, Volume 56, Issue 1, 2014. doi:10.1080/00401706.2013.818578

Agostinelli C., Marazzi A., Yohai V.J., Randriamiharisoa A. (2016). Robust Estimation of the Generalized Loggamma Model: The R Package robustloggamma. Journal of Statistical Software, 70(7), 1-21. doi:10.18637/jss.v070.i07

See Also

loggammarob

Examples

  set.seed(1234)
  x <- rloggamma(n=50, lambda=1)
  res <- loggammarob(x, control=loggammarob.control(lower=0, upper=2, n=30))
  summary(res)

robustloggamma documentation built on May 1, 2019, 9:20 p.m.