spm_methods: Methods for objects of class `"spm"`

Description

Methods for objects of class c("spm", "exdex") returned from spm.

Usage

# S3 method for spm
coef(
  object,
  maxima = c("sliding", "disjoint"),
  estimator = "all",
  constrain = FALSE,
  ...
)
# S3 method for spm
vcov(object, maxima = c("sliding", "disjoint"), estimator = "all", ...)
# S3 method for spm
nobs(object, maxima = c("sliding", "disjoint"), ...)
# S3 method for spm
print(x, digits = max(3L, getOption("digits") - 3L), ...)
# S3 method for spm
summary(object, digits = max(3, getOption("digits") - 3L), ...)
# S3 method for summary.spm
print(x, ...)

Value

coef.spm. A numeric scalar (or a vector of length 3 if

estimator = "all"): the required estimate(s) of the extremal index

$\theta$.

vcov.spm. A $1 \times 1$ numeric matrix if

estimator = "N2015" or "BB2018" and a vector of length 3 if

estimator = "all", containing the estimated variance(s) of the estimator(s).

nobs.spm. A numeric scalar: the number of observations used in the fit.

print.spm. The argument x, invisibly.

summary.spm. Returns an object (a list) of class

"summary.spm" containing the list element object$call and a numeric matrix matrix 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.

print.summary.spm. The argument x, invisibly.

Arguments

object

an object of class "spm", a result of a call to spm.

maxima

A character scalar specifying whether to return the number of observed sliding maxima or disjoint maxima.

estimator

A character vector specifying which of the three variants of the semiparametric maxima estimator to use: "N2015", "BB2018" or "BB2018b". See spm for details. If estimator = "all" then the estimated variances of all variants are returned.

constrain

A logical scalar. If constrain = TRUE then any estimates that are greater than 1 are set to 1, that is, they are constrained to lie in (0, 1]. Otherwise, estimates that are greater than 1 may be obtained.

...

For print.summary.spm, additional arguments passed to print.default.

x

print.spm. An object of class c("spm", "exdex"), a result of a call to spm.

print.summary.spm. An object of class "summary.spm", a result of a call to summary.spm.

digits

An integer. Used for number formatting with signif.

Examples

See the examples in spm.

Details