selm-class function

Classes selm and mselm of objects created by function selm

Classes selm and mselm of objects created by function selm

A successful call to function selm creates an object of either of these classes, having a structure described in section Slots . A set of methods for these classes of objects exist, listed in section Methods . 1.1

class

Objects from the class

An object can be created by a successful call to function selm.

Slots

  • call:: the calling statement.
  • family:: the parametric family of skew-ellitically contoured distributed (SEC) type.
  • logL:: log-likelihood or penalized log-likelihood value achieved at the end of the maximization process.
  • method:: estimation method ("MLE" or "MPLE").
  • param:: estimated parameters, for various parameterizations.
  • param.var:: approximate variance matrices of the parameter estimates, for various parameterizations.
  • size:: a numeric vector with size of various components.
  • fixed.param:: a vector of parameters which have been kept fixed in the fitting process, if any.
  • residuals.dp:: residual values, for DP-type parameters.
  • fitted.values.dp:: fitted values, for DP-type parameters.
  • control:: a list with control parameters.
  • input:: a list of selected input values.
  • opt.method:: a list with details on the optimization method.

Methods

coefsignature(object = "selm") : ...
logLiksignature(object = "selm") : ...
plotsignature(x = "selm") : ...
showsignature(object = "selm") : ...
summarysignature(object = "selm") : ...
residualssignature(object = "selm") : ...
fittedsignature(object = "selm") : ...
vcovsignature(object = "selm") : ...
weightssignature(object = "selm") : ...
profilesignature(fitted = "selm") : ...
confintsignature(object = "selm") : ...
predictsignature(object = "selm") : ...
coefsignature(object = "mselm") : ...
logLiksignature(object = "mselm") : ...
plotsignature(x = "mselm") : ...
showsignature(object = "mselm") : ...
summarysignature(object = "mselm") : ...
residualssignature(object = "mselm") : ...
fittedsignature(object = "mselm") : ...
vcovsignature(object = "mselm") : ...
weightssignature(object = "mselm") : ...

Author(s)

Adelchi Azzalini

Note

See dp2cp for a description of possible parameter sets. When logLik is used on an object obtained using the MPLE estimation method, the value reported is actually the penalized log-likelihood.

See Also

See also selm function, plot.selm, summary.selm, dp2cp

Examples

data(ais) m1 <- selm(log(Fe) ~ BMI + LBM, family="SN", data=ais) summary(m1) plot(m1) logLik(m1) res <- residuals(m1) fv <- fitted(m1) # data(wines, package="sn") m2 <- selm(alcohol ~ malic + phenols, data=wines) # m12 <- selm(cbind(acidity, alcohol) ~ phenols + wine, family="SN", data=wines) coef(m12) cp <- coef(m12, vector=FALSE) dp <- coef(m12, "DP", vector=FALSE) plot(m12) plot(m12, which=2, col="gray60", pch=20)