sn (version 2.1.1)

summary.selm: Summarizing selm fits

Description

summary method for class "selm" and "mselm".

Usage

# S4 method for selm
summary(object, param.type = "CP", cov = FALSE, cor = FALSE)
# S4 method for mselm
summary(object, param.type = "CP", cov = FALSE, cor = FALSE)

Value

An S4 object of class summary.selm with 12 slots.

call:

the calling statement.

family:

the parametric family of skew-ellitically contoured distributed (SEC) type.

logL:

the maximized log-likelihood or penalized log-likelihood value

method:

estimation method ("MLE" or "MPLE")

param.type:

a characer string with the chosen parameter set.

param.table:

table of parameters, std.errors and z-values

fixed.param:

a list of fixed parameter values

resid:

residual values

control:

a list with control parameters

aux:

a list of auxiliary quantities

size:

a numeric vector with various lengths and dimensions

boundary:

a logical value which indicates whether the estimates are on the boundary of the parameter space

Arguments

object

an object of class "selm" or "mselm" as created by a call to function selm.

param.type

a character string which indicates the required type of parameter type; possible values are "CP" (default), "DP", "pseudo-CP" and their equivalent lower-case expressions.

cov

a logical value, to indicate if an estimate of the variance and covariance matrix of the estimates is required (default: FALSE).

cor

a logical value, to indicate if an estimate of the correlation matrix of the estimates is required (default: FALSE).

Author

Adelchi Azzalini

References

Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.

See Also

selm function, selm (and mselm) class, plot.selm, dp2cp

Examples

data(wines, package="sn")
m5 <- selm(acidity ~ phenols + wine, family="SN", data=wines)
summary(m5)
summary(m5, "dp")
s5 <- summary(m5, "dp", cor=TRUE, cov=TRUE)
dp.cor <- slot(s5, "aux")$param.cor
cov2cor(vcov(m5, "dp")) # the same
#
# m6 <- selm(acidity ~ phenols + wine, family="ST", data=wines) # boundary!?
#
m12 <- selm(cbind(acidity, alcohol) ~ phenols + wine,  family="SN", data=wines)
s12 <- summary(m12)
coef(m12, 'dp')
coef(m12, "dp", vector=FALSE)
#
# see other examples at function selm