inference {RGAP} | R Documentation |
Computes standard errors, t-statistics, and p-values for the estimated state space parameters
using the delta method.
Description
Computes standard errors, t-statistics, and p-values for the estimated state space parameters
using the delta method.
Usage
inference(parOptim, hessian, loc)
Arguments
parOptim |
The vector of optimized parameters, without transformations.
|
hessian |
The hessian from the optimization.
|
loc |
A 3 x n array where n is the number of optimized parameters. The array
contains information on the estimated parameters's name (loc[1, ] ), its location
(loc[2, ] ) and possible parameter constraints (loc[3, ] ).
|
[Package
RGAP version 0.1.1
Index]