"spm" objectsummary method for class "spm"
# S3 method for spm
summary(object, digits = max(3, getOption("digits") - 3L),
...)an object of class "spm", a result of a call to
spm.
An integer. Used for number formatting with
signif.
Additional arguments. None are used in this function.
Returns a list containing the list element object$call
and a numeric matrix summary giving, for all three variants of the
semiparametric estimator and both sliding and disjoint blocks,
the (bias-adjusted) Estimate of the extremal index \(\theta\),
the estimated standard error (Std. Error),
and the bias adjustment (Bias adj.) applied to obtain the estimate, i.e.
the value subtracted from the raw estimate. If any of the
(bias-adjusted) estimates are greater than 1 then a column
containing the unconstrained estimates (Uncon. estimate) is added.
See the examples in spm.
spm for estimation of the extremal index
\(\theta\) using a semiparametric maxima method.
confint.spm for estimation of confidence intervals
for \(\theta\).