sn (version 1.2-2)

summary.SECdistr: Summary of a SEC distribution object

Description

Produce a summary of an object of class either "SECdistrUv" or "SECdistrMv", which refer to a univariate or a multivariate SEC distribution, respectively. Both types of objects are produced by makeSECditr.

Usage

## S3 method for class 'SECdistrUv':
summary(object, cp.type = "auto", probs)
## S3 method for class 'SECdistrMv':
summary(object, cp.type = "auto")

Arguments

object

an object of class "SECdistrUv" or "SECdistrMv".

cp.type

a character string to select the required variance of CP parameterization; possible values are "proper", "pseudo", "auto" (default). For a description of these codes, see

probs

in the univariate case, a vector of probabilities for which the corresponding quantiles are required.

Value

• A list with the following components:
• family
  name of the family within the SEC class, character
• dp
  DP parameters, a list or a vector
• name
  the name of the distribution, character string
• compNames
  in the multivariate case, the names of the components
• cp
  CP parameters, a list or a vector
• cp.type
  the name of the selected variant of the CP set
• aux
  a list with auxiliary ingredients (mode, coefficients of skewness and kurtosis, in the parametric and non-parametric variants, and more).
• DP and CP are vectors if class(object) is SECdistrUv (univariate distribution); they are lists if code{class(object)} is SECdistrMv (multivariate distribution). The examples below show how extract components from aux and other slots.

See Also

makeSECdistr for extracting a SEC distribution from a selm fit methods mean and vcov for computing the mean (vector) and the variance (matrix) of SECdistrUv-class and SECdistrMv-class objects

Examples

f3 <- makeSECdistr(dp=c(3,2,5), family="SC")
summary(f3)
s <- summary(f3, probs=(1:9)/10)
print(slotNames(s)) 
print(names(slot(s,"aux")))   # the components of the 'aux' slot
slot(s, "aux")$mode           # the same of modeSECdistr(object=f3)
slot(s, "aux")$q.measures     # quantile-based measures of skewness and kurtosis
#
dp3 <- list(xi=1:3, Omega=toeplitz(1/(1:3)), alpha=c(-3, 8, 5), nu=6)
st3 <- makeSECdistr(dp=dp3, family="ST", compNames=c("U", "V", "W"))
s <- summary(st3)
dp <- slot(s, "dp")           # the same of slot(st3, "dp")
slot(s, "cp")$var.cov         # the same of vcov(st3)
slot(s, "aux")$delta.star     # comprehensive coefficient of shape
slot(s, "aux")$mardia         # Mardia's measures of asymmetry and kurtosis
#
dp2 <- list(xi=rep(0,2), Omega=matrix(c(2,2,2,4),2,2), alpha=c(3,-5), tau=-1)
esn2 <- makeSECdistr(dp=dp2, family="ESN", name="ESN-2d")
summary(esn2)