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coef.crch

Methods for CRCH Objects


Description

Methods for extracting information from fitted crch objects.

Usage

## S3 method for class 'crch'
coef(object, model = c("full", "location", "scale", "df"), ...)
## S3 method for class 'crch'
vcov(object, model = c("full", "location", "scale", "df"), ...)
## S3 method for class 'crch'
terms(x, model = c("location", "scale", "full"), ...)
## S3 method for class 'crch'
fitted(object, type = c("location", "scale"), ...)

Arguments

object, x

an object of class "crch".

model

model for which coefficients shall be returned.

type

type of fitted values.

...

further arguments passed to or from other methods.

Details

In addition to the methods above, a set of standard extractor functions for "crch" objects is available, including methods to the generic functions print, summary, logLik, and residuals.

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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