Extract Model Coefficients for a Poisson-GP Object

Extract model coefficients for a Poisson-GP object.

Usage

# S3 method for poisGP
coef(object, type = c("poisGP", "PP"), ...)

Arguments

object

A model with class "poisGP".

type

The parameterisation to use. With "poisGP" the standard Poisson-GP parameters are used

"lambda" for the Poisson rate \(\lambda\), "scale"

...

Not used yet.

Value

A numeric vector of three coefficients.

Details

When type is "poisGP" the three parameters are in that order: "lambda" for the Poisson rate \(\lambda\), "scale" for the GP scale \(\sigma\) and "shape" for the GP shape \(\xi\).

When type is "PP" the Point Process parameterisation is used, in relation with a block duration. The three parameters are in that order: "loc" for the location \(\mu\), "scale" for the scale \(\sigma\) and "shape" for the shape \(\xi\). They define a Generalised Extreme Value (GEV) distribution the tail of which applies to the maximum of the marks on a time block with the given duration. Note that the "PP" scale differs from the "poisGP" scale and that the location is not the threshold, and is smaller than it.

Note

The "poisGP" parameters can be transformed into "PP" parameters by using the poisGP2PP function. This requires giving both the threshold and the block duration w.