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coef.crch.boost

Methods for boosted CRCH Objects


Description

Methods for extracting information from fitted crch.boost objects.

Usage

## S3 method for class 'crch.boost'
coef(object, model = c("full", "location", "scale", "df"), 
  mstop = NULL, zero.coefficients = FALSE, standardize = FALSE, ...)
## S3 method for class 'crch.boost'
print(x, digits = max(3, getOption("digits") - 3),
  mstop = NULL, zero.coefficients = FALSE, ...)
## S3 method for class 'crch.boost'
summary(object, mstop = NULL, zero.coefficients = FALSE, ...)
## S3 method for class 'crch.boost'
logLik(object, mstop = NULL, ...)

Arguments

object, x

an object of class "crch.boost".

model

model for which coefficients shall be returned.

mstop

stopping iteration for which coefficients shall be returned. Can be either a character ("max", "aic", "bic", "cv") or a numeric value.

zero.coefficients

logical whether zero coefficients are returned.

standardize

logical whether coefficients shall be standardized.

digits

the number of significant digits to use when printing.

...

further arguments passed to or from other methods.

Details

In addition to the methods above, the "crch" methods terms, model.frame, model.matrix, residuals, and fitted can be used also for "crch.boost" objects .

See Also


crch

Censored Regression with Conditional Heteroscedasticity

v1.0-4
GPL-2 | GPL-3
Authors
Jakob Messner [aut, cre] (<https://orcid.org/0000-0002-1027-3673>), Achim Zeileis [aut] (<https://orcid.org/0000-0003-0918-3766>), Reto Stauffer [aut] (<https://orcid.org/0000-0002-3798-5507>)
Initial release
2019-08-19

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