Estimate-class {distrMod}R Documentation

Estimate-class.

Description

Class of estimates.

Objects from the Class

Objects can be created by calls of the form new("Estimate", ...). More frequently they are created via the generating function Estimator.

Slots

name:
Object of class "character": name of the estimator.
estimate:
Object of class "ANY": estimate.
estimate.call:
Object of class "call": call by which estimate was produced.
Infos:
object of class "matrix" with two columns named method and message: additional informations.
asvar:
object of class "OptionalNumericOrMatrix" which may contain the asymptotic (co)variance of the estimator.
samplesize:
object of class "numeric" — the samplesize at which the estimate was evaluated.
nuis.idx:
object of class "OptionalNumeric": indices of estimate belonging to the nuisance part
fixed:
object of class "OptionalNumeric": the fixed and known part of the parameter
untransformed.estimate:
Object of class "ANY": untransformed estimate.
untransformed.asvar:
object of class "OptionalNumericOrMatrix" which may contain the asymptotic (co)variance of the untransformed estimator.

Methods

name
signature(object = "Estimate"): accessor function for slot name.
name<-
signature(object = "Estimate"): replacement function for slot name.
estimate
signature(object = "Estimate"): accessor function for slot estimate.
untransformed.estimate
signature(object = "Estimate"): accessor function for slot untransformed.estimate.
estimate.call
signature(object = "Estimate"): accessor function for slot estimate.call.
samplesize
signature(object = "Estimate"): accessor function for slot samplesize.
asvar
signature(object = "Estimate"): accessor function for slot asvar.
asvar<-
signature(object = "Estimate"): replacement function for slot asvar.
untransformed.asvar
signature(object = "Estimate"): accessor function for slot untransformed.asvar.
nuisance
signature(object = "Estimate"): accessor function for nuisance part of slot estimate.
main
signature(object = "Estimate"): accessor function for main part of slot estimate.
fixed
signature(object = "Estimate"): accessor function for slot fixed.
Infos
signature(object = "Estimate"): accessor function for slot Infos.
Infos<-
signature(object = "Estimate"): replacement function for slot Infos.
addInfo<-
signature(object = "Estimate"): function to add an information to slot Infos.
show
signature(object = "Estimate")
print
signature(object = "Estimate"): just as show, but with additional arguments digits.

Details for methods show, print

Detailedness of output by methods show, print is controlled by the global option show.details to be set by distrModoptions.

As method show is used when inspecting an object by typing the object's name into the console, show comes without extra arguments and hence detailedness must be controlled by global options.

Method print may be called with a (partially matched) argument show.details, and then the global option is temporarily set to this value.

More specifically, when show.detail is matched to "minimal" you will be shown only the name/type of the estimator, the value of its main part, and, if present, the corresponding standard errors, as well as, also if present, the value of the nuisance part. When show.detail is matched to "medium", you will in addition see the class of the estimator, its call and its sample-size and, if present, the fixed part of the parameter and the asymptotic covariance matrix. Also the information gathered in the Infos slot is shown. Finally, when show.detail is matched to "maximal", and if, in addition, you estimate non-trivial (i.e. not the identity) transformation of the parameter of the parametric family, you will also be shown this transformation in form of its function and its derivative matrix at the estimated parameter value, as well as the estimator (with standard errors, if present) and (again, if present) the corresponding asymptotic covariance of the untransformed, total (i.e. main and nuisance part) parameter.

Note

The pretty-printing code for methods show and print has been borrowed from print.fitdistr in package MASS by B.D. Ripley.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de

See Also

Estimator

Examples

x <- rnorm(100)
Estimator(x, estimator = mean, name = "mean")

[Package distrMod version 2.0.7 Index]