LDEstimate-class: LDEstimate-class.
In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

LDEstimate-class

R Documentation

LDEstimate-class.

Description

Class of Location Dispersion estimates.

Objects from the Class

Objects can be created by calls of the form new("LDEstimate", ...). More frequently they are created via the generating function LDEstimator.

Slots

name: Object of class "character": name of the estimator.
estimate: Object of class "ANY": estimate.
estimate.call: Object of class "call": call by which estimate was produced.
dispersion: Object of class "numeric": the value of the fitted dispersion.
location: Object of class "numeric": the value of the fitted location.
Infos: object of class "matrix" with two columns named method and message: additional informations.
asvar: object of class "OptionalMatrix" which may contain the asymptotic (co)variance of the estimator.
samplesize: object of class "numeric" — the samplesize at which the estimate was evaluated.
nuis.idx: object of class "OptionalNumeric": indices of estimate belonging to the nuisance part
fixed: object of class "OptionalNumeric": the fixed and known part of the parameter.
trafo: object of class "list": a list with components fct and mat (see below).
untransformed.estimate: Object of class "ANY": untransformed estimate.
untransformed.asvar: object of class "OptionalNumericOrMatrix" which may contain the asymptotic (co)variance of the untransformed estimator.
completecases: object of class "logical" — complete cases at which the estimate was evaluated.

Extends

Class "Estimate", directly.

Methods

dispersion: signature(object = "LDEstimate"): accessor function for slot dispersion.
location: signature(object = "LDEstimate"): accessor function for slot location.
show: signature(object = "LDEstimate")

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de

Examples

## (empirical) Data
x <- rgamma(50, scale = 0.5, shape = 3)

## parametric family of probability measures
G <- GammaFamily(scale = 1, shape = 2)

(S <- medQn(x, G))
dispersion(S)
location(S)

RobExtremes documentation built on Jan. 12, 2025, 3:02 a.m.