pgam.hes2se {pgam} | R Documentation |
Put hyperparameters hessian matrix in the form of omega and beta standard error.
pgam.hes2se(hes, fperiod, se.estimation="numerical")
hes |
hessian matrix returned by |
fperiod |
vector containing as many seasonal factors as there are in model formula |
se.estimation |
indicate what method is used to extract the stardard errors |
List containing the hyperparameters omega
and beta
standard errors.
This function is not intended to be called directly.
Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br