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amen (version 1.0)

summary.ame: Summary of an AME object

Description

Summary method for an AME object

Usage

## S3 method for class 'ame':
summary(object, ...)

Arguments

object
the result of fitting an AME model
...
additional parameters (not used)

Value

  • a summary of parameter estimates and confidence intervals for an AME fit

Examples

Run this code
## The function is currently defined as
function(object, ...)
{
  fit<-object
require(amen)
    tmp <- cbind(apply(fit$BETA, 2, mean), apply(fit$BETA, 2,
        sd), apply(fit$BETA, 2, mean)/apply(fit$BETA, 2, sd),
        2 * (1 - pnorm(abs(apply(fit$BETA, 2, mean)/apply(fit$BETA,
            2, sd)))))
    colnames(tmp) <- c("pmean", "psd", "z-stat", "p-val")
    cat("\nbeta:\n")
    print(round(tmp, 3))
    tmp <- apply(fit$SABR, 2, mean)
    Sab <- matrix(tmp[c(1, 2, 2, 3)], 2, 2)
    dimnames(Sab) <- list(c("a", "b"), c("a", "b"))
    cat("\nSigma_ab pmean:\n")
    print(round(Sab, 3))
    cat("\nrho pmean:\n", round(tmp[4], 3), "\n")
  }

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