R: Extract the SEC error term from an object created by 'selm'

extractSECdistr {sn} | 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.

### See Also

`selm`, `makeSECdistr`

### Examples

    data(ais)
    m2 <- selm(log(Fe) ~ 1, family="ST", data=ais, fixed=list(nu=8))
    f2 <- extractSECdistr(m2)
    show(f2)
    #
    m4 <- selm(cbind(BMI, LBM) ~ 1, family="SN", data=ais)
    f4 <- extractSECdistr(m4)
    mean(f4)
    vcov(f4)

[Package sn version 1.5-3 Index]