Nothing
`summary.gpd` <-
function( object , nsim = 1000 , alpha = .050, ... ){
if (ncol(object$X.phi) == 1 && ncol(object$X.xi) == 1){
env <- qqgpd(object, plot = FALSE, nsim = nsim, alpha = alpha)
}
else {
x <- object
x$y <- object$residuals # Standard exponential if GPD model true
x$threshold <- 0
x$coefficients <- c(0, 0) # phi not sigma, so 0 not 1
env <- qqgpd(x, plot = FALSE, nsim=nsim, alpha=alpha )
}
co <- cbind(object$coefficients, object$se, object$coefficients / object$se)
dimnames(co) <- list(names(coef(object)), c("Value", "SE", "t"))
res <- list( model = object, coefficients=co, envelope = env , nsim = nsim, alpha = alpha )
oldClass( res ) <- "summary.gpd"
res
}
`print.summary.gpd` <-
function(x, digits = 3 , ... ){
co <- coef(x)
env <- x$envelope
nsim <- x$nsim
alpha <- x$alpha
x <- x$model
cat( "Call: " )
print( x$call, ... )
if ( is.null( x$penalty ) | x$penalty=="none" ){
cat( "\nModel fit by maximum likelihood.\n" )
}
else {
cat( "\nModel fit by penalized maximum likelihood.\n" )
}
if ( x$conv == 0 ) conv <- TRUE
else conv <- FALSE
cat( "\nConvergence:\t\t")
cat(conv)
cat( "\nThreshold:\t\t")
cat(format(unname(x$threshold), digits=digits, ...))
cat( "\nRate of excess:\t\t")
cat(format(x$rate, digits=digits, ...))
cat("\n\nLog-lik.\t\tAIC\n")
cat(format(x$loglik, digits, ...), "\t\t", format(AIC(x), digits=digits, ...))
cat( "\n\nCoefficients:\n" )
print.default(format(co, digits=digits, ...), print.gap=2, quote=FALSE)
cat( "\n" )
cat(paste(nsim, " simulated data sets compared against observed data QQ-plot.\n", sep = "" ))
cat( "Quantile of the observed MSE: ", signif( env$Q, ... ), "\n")
out <- sum(env$data < env$envelope[1, ] | env$data > env$envelope[2, ])
level <- paste(round( 100 - alpha*100 , ...), "%", sep = "")
perc <- round(out / length( env$data ) * 100, digits=digits, ...)
perc <- paste(perc, "%", sep = "" )
cat( paste( out, " observations (", perc, ") outside the ", level, " simulated envelope.\n" , sep=""))
invisible()
}
show.summary.gpd <- print.summary.gpd
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