summary method for class "spm"
an object of class "spm", a result of a call to
spm.
An integer. Used for number formatting with
signif.
Additional arguments. None are used in this function.
Returns an object (a list) of class "summary.spm" containing the list element object$call and a numeric
matrix matrix giving, for all three variants of the
semiparametric estimator and both sliding and disjoint blocks,
the (bias-adjusted) Estimate of the extremal index \(\theta\),
the estimated standard error (Std. Error),
and the bias adjustment (Bias adj.) applied to obtain the estimate, i.e.
the value subtracted from the raw estimate. If any of the
(bias-adjusted) estimates are greater than 1 then a column
containing the unconstrained estimates (Uncon. estimate) is added.
See the examples in spm.
spm for estimation of the extremal index
\(\theta\) using a semiparametric maxima method.
confint.spm for estimation of confidence intervals
for \(\theta\).