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.