summary.retlev

<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
'eva' <https://cran.r-project.org/package=eva>,
'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

<dl><dt>object</dt>
<dd>an object of class <code>c("retlev", "lax")</code>, a result of
a call to <code>return_level</code>.</dd>
<dt>digits</dt>
<dd>An integer. Used for number formatting with
<code>signif</code>. If <code>digits</code> is not specified
(i.e. <code><a href="/link/missing?package=lax&version=1.2.4" data-mini-rdoc="lax::missing">missing</a></code>) then <code><a href="/link/signif()?package=lax&version=1.2.4" data-mini-rdoc="lax::signif()">signif()</a></code> will not be called
(i.e. no rounding will be performed).</dd>
<dt>...</dt>
<dd>Additional arguments. None are used in this function.</dd></dl>

Arguments

See the examples in <code>return_level</code>.

Examples

Summary method for a "retlev" object — summary.retlev

<dl>

<dt>object</dt>
<dd>an object of class <code>c("retlev", "lax")</code>, a result of
a call to <code>return_level</code>.</dd>


<dt>digits</dt>
<dd>An integer. Used for number formatting with
<code>signif</code>. If <code>digits</code> is not specified
(i.e. <code><a href='https://rdrr.io/r/base/missing.html'>missing</a></code>) then <code><a href='https://rdrr.io/r/base/Round.html'>signif()</a></code> will not be called
(i.e. no rounding will be performed).</dd>


<dt>...</dt>
<dd>Additional arguments. None are used in this function.</dd>

</dl>

See the examples in <code>return_level</code>.

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

Description

Usage

Value

Arguments

Examples

See Also