Extract the SEC error distribution from an object created by selm
Given an object created by a call to selm, the function delivers
the SEC distribution representing the stochastic term of the
fitted model
extractSECdistr(object, name, compNames)
object |
an object of class |
name |
an optional character string representing the name of the
outcome distribution; if missing, a string is constructed from the
|
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 |
An object of class SECdistrMv or SECdistrUv,
depending of the class of object.
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.
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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