R: Extract the SEC error term from an object created by 'selm'
extractSECdistr
R Documentation
Extract the SEC error term from an object created by selm
Description
Given an object created by a call to selm, the function delivers
the SEC distribution representing the stochastic term of the
fitted distribution
Usage
extractSECdistr(object, name, compNames)
Arguments
object
an object of class selm or mselm,
as created by selm
name
an optional character string representing the name of the
outcome distribution; if missing, a string is constructed from the
object ingredients.
compNames
in the multivariate case, an optional vector of character
strings with the names of the components of the error distribution;
if missing, one such vector is constructed from the object
ingredients.
Value
An object of class SECdistrMv or SECdistrUv,
depending of the class of object.
Details
When the formula of the fitted model includes only the constant 1,
the returned object represents the fitted SEC distribution.
If the formula includes additional terms, the linear predictor is eliminated
and the returned object corresponds to the error term of the model;
hence the location parameter xi in the DP parameterization
is set to zero.
The returned object can be submitted to tools
available for objects created by makeSECdistr,
such as summary.SECdistr, conditionalSECdistr and
and so on.