summary.tsdistribution.estimate

summary

Location-Scale based distributions parameterized in terms of mean, standard deviation, skew and shape parameters and estimation using automatic differentiation. Distributions include the Normal, Student and GED as well as their skewed variants ('Fernandez and Steel'), the 'Johnson SU', and the Generalized Hyperbolic. Also included is the semi-parametric piece wise distribution ('spd') with Pareto tails and kernel interior.

Alexios Ghalanos

tsdistributions

Location Scale Standardized Distributions

Alexios Galanos

summary.tsdistribution.estimate function

<dl><dt>object</dt>
<dd>an object of class tsdistribution.estimate.</dd>
<dt>digits</dt>
<dd>the number of significant digits to use when printing,.</dd>
<dt>vcov_type</dt>
<dd>the type of standard errors based on the vcov estimate (see <code><a href="/link/vcov?package=tsdistributions&version=1.0.2" data-mini-rdoc="tsdistributions::vcov">vcov</a></code>).</dd>
<dt>...</dt>
<dd>additional parameters passed to the summary method.</dd></dl>

Arguments

Summary of estimated distribution — summary.tsdistribution.estimate

<dl>

<dt>object</dt>
<dd>an object of class tsdistribution.estimate.</dd>


<dt>digits</dt>
<dd>the number of significant digits to use when printing,.</dd>


<dt>vcov_type</dt>
<dd>the type of standard errors based on the vcov estimate (see <code><a href='https://rdrr.io/r/stats/vcov.html'>vcov</a></code>).</dd>


<dt>...</dt>
<dd>additional parameters passed to the summary method.</dd>

</dl>

summary.tsdistribution.estimate: Summary of estimated distribution

Description

Usage

Value

Arguments