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tsdistributions (version 1.0.2)

summary.tsdistribution.spdestimate: Summary of estimated SPD distribution

Description

Summary of estimated SPD distribution

Usage

# S3 method for tsdistribution.spdestimate
summary(object, ...)

Value

A list of summary statistics of the fitted model given in object.

Arguments

object

an object of class “tsdistribution.spdestimate”.

...

additional parameters passed to the summary method.

Details

The standard errors assume a blog diagonal covariance structure between the upper and lower Generalized Pareto Tails.