summary.tsdistribution.spdestimate function

Summary of estimated SPD distribution

## S3 method for class 'tsdistribution.spdestimate'
summary(object, ...)

Arguments

• object: an object of class tsdistribution.spdestimate .
• ...: additional parameters passed to the summary method.

Returns

A list of summary statistics of the fitted model given in object.

Details

The standard errors assume a blog diagonal covariance structure between the upper and lower Generalized Pareto Tails.