R: Distill Parameter Information

distill.fevd {extRemes} | R Documentation

## Distill Parameter Information

### Description

Distill parameter information (and possibly other pertinent inforamtion) from fevd objects.

### Usage

    ## S3 method for class 'fevd'
    distill(x, ...)

    ## S3 method for class 'fevd.bayesian'
    distill(x, cov = TRUE, FUN = "mean", burn.in = 499, ...)

    ## S3 method for class 'fevd.lmoments'
    distill(x, ...)

    ## S3 method for class 'fevd.mle'
    distill(x, cov = TRUE, ...)

### Arguments

`x` | list object returned by `fevd`.
`...` | Not used.
`cov` | logical; should the parameter covariance be returned with the parameters (if TRUE, they are returned as a vector concatenated to the end of the returned value).
`FUN` | character string naming a function to use to estimate the parameters from the MCMC sample. The function is applied to each column of the `results` component of the returned `fevd` object.
`burn.in` | The first `burn.in` values are thrown out before calculating anything from the MCMC sample.

### Details

Obtaining just the basic information from the fits:

`distill`: The `distill` method function works on `fevd` output to obtain only pertinent information and output it in a very user-friendly format (i.e., a single vector). Mostly, this simply means returning the parameter estimates, but for some methods, more information (e.g., the optimized negative log-likelihood value and parameter covariances) can also be returned. In the case of the parameter covariances (returned if `cov` = TRUE), if np is the number of parameters in the model, the covariance matrix can be obtained by peeling off the last np^2 values of the vector, call it v, and using v <- matrix(v, np, np).

As with `ci`, only `distill` need be called by the user. The appropriate choice of the other functions is automatically determined from the `fevd` fitted object.

### Value

numeric vector giving the parameter values, and if estimation method is MLE/GMLE, then the negative log-likelihood. If the estimation method is MLE/GMLE or Bayesian, then the parameter covariance values (collapsed with `c`) are concatenated to the end as well.

### Author(s)

Eric Gilleland

### See Also

`fevd`, `ci.fevd`, `distill`

### Examples

    data(Fort)

    fit <- fevd(Prec, Fort, threshold=0.395, type="PP", units="inches", verbose=TRUE)
    fit

    distill(fit)

[Package extRemes version 2.0-12 Index]