Extract the SEC error term from an object created by selm

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Description

Given an object created by a call to selm, the function delivers the SEC distribution representing the stochastic term of the fitted distribution

Usage

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  extractSECdistr(object, name, compNames)

Arguments

object

an object of class selm or mselm, as created by selm

name

an optional character string representing the name of the outcome distribution; if missing, a string is constructed from the object ingredients.

compNames

in the multivariate case, an optional vector of character strings with the names of the components of the error distribution; if missing, one such vector is constructed from the object ingredients.

Value

An object of class SECdistrMv or SECdistrUv, depending of the class of object.

Details

When the formula of the fitted model includes only the constant 1, the returned object represents the fitted SEC distribution. If the formula includes additional terms, the linear predictor is eliminated and the returned object corresponds to the error term of the model; hence the location parameter xi in the DP parameterization is set to zero.

The returned object can be submitted to tools available for objects created by makeSECdistr, such as summary.SECdistr, conditionalSECdistr and and so on.

See Also

selm, makeSECdistr

Examples

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data(ais)
m2 <- selm(log(Fe) ~ 1, family="ST", data=ais, fixed=list(nu=8))
f2 <- extractSECdistr(m2)
show(f2)
#
m4 <- selm(cbind(BMI, LBM) ~ 1, family="SN", data=ais)
f4 <- extractSECdistr(m4)
mean(f4)
vcov(f4)

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