depmeasure: Dependence measures estimates
In tsxtreme: Bayesian Modelling of Extremal Dependence in Time Series
Description
Usage
Arguments
Value
See Also
Description
Test or show objects of class "depmeasure".
Usage
1
Arguments
x
an arbitrary R object.
Value
An object of class 'depmeasure' is a list which contains:
fit
an object of class 'bayesfit'
distr
an array with the samples used for the estimation.
probs,levels
points —probability and original scale respectively— at which the dependence measure is estimated
Depending on the dependence measure, theta or chi, a matrix with levels on row-entries and mean, median and specified quantiles of the posterior distribution of theta or chi respectively.
See Also
tsxtreme documentation built on April 24, 2021, 1:07 a.m.
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Description Usage Arguments Value See Also
Description
Test or show objects of class "depmeasure".
Usage
1 |
Arguments
x |
an arbitrary R object. |
Value
An object of class 'depmeasure' is a list which contains:
fit |
an object of class 'bayesfit' |
distr |
an array with the samples used for the estimation. |
probs,levels |
points —probability and original scale respectively— at which the dependence measure is estimated |
Depending on the dependence measure, theta or chi, a matrix with levels on row-entries and mean, median and specified quantiles of the posterior distribution of theta or chi respectively.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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