summary.retlev

an object of class <code>c("retlev", "lax")</code>, a result of
a call to <code><a rd-options="" href="/link/return_level?package=lax&version=1.1.0" data-mini-rdoc="lax::return_level">return_level</a></code>.

object

An integer. Used for number formatting with
<code><a rd-options="base:Round" href="/link/signif?package=lax&version=1.1.0&to=base%3ARound" data-mini-rdoc="base:Round::signif">signif</a></code>. If <code>digits</code> is not specified
(i.e. <code><a rd-options="" href="/link/missing?package=lax&version=1.1.0" data-mini-rdoc="lax::missing">missing</a></code>) then <code>signif()</code> will not be called
(i.e. no rounding will be performed).

digits

Additional arguments. None are used in this function.

<code>summary</code> method for an objects of class <code>c("retlev", "lax")</code>.

Performs adjusted inferences based on model objects fitted, using
maximum likelihood estimation, by the extreme value analysis packages
'evd' <https://cran.r-project.org/package=evd>,
'evir' <https://cran.r-project.org/package=evir>,
'extRemes' <https://cran.r-project.org/package=extRemes>,
'fExtremes' <https://cran.r-project.org/package=fExtremes>,
'ismev' <https://cran.r-project.org/package=ismev>,
'mev' <https://cran.r-project.org/package=mev>,
'POT' <https://cran.r-project.org/package=POT> and
'texmex' <https://cran.r-project.org/package=texmex>.
Adjusted standard errors and an adjusted loglikelihood are provided, using
the 'chandwich' package <https://cran.r-project.org/package=chandwich>
and the object-oriented features of the 'sandwich' package
<https://cran.r-project.org/package=sandwich>. The adjustment is based on a
robust sandwich estimator of the parameter covariance matrix, based on the
methodology in Chandler and Bate (2007) <doi:10.1093/biomet/asm015>. This
can be used for cluster correlated data when interest lies in the
parameters of the marginal distributions, or for performing inferences that
are robust to certain types of model misspecification. Univariate extreme
value models, including regression models, are supported.

Paul Northrop

Loglikelihood Adjustment for Extreme Value Models

Camellia Yin

summary.retlev function

See the examples in <code><a rd-options="" href="/link/return_level?package=lax&version=1.1.0" data-mini-rdoc="lax::return_level">return_level</a></code>.

Examples

an object of class <code>c("retlev", "lax")</code>, a result of
a call to <code><a rd-options='' href='return_level'>return_level</a></code>.

An integer. Used for number formatting with
<code><a rd-options='base:Round' href='signif'>signif</a></code>. If <code>digits</code> is not specified
(i.e. <code><a rd-options='' href='missing'>missing</a></code>) then <code>signif()</code> will not be called
(i.e. no rounding will be performed).

summary.retlev: Summary method for a `"retlev"` object

Description

Usage

Arguments

Value

Examples

See Also