pgam.hes2se {pgam} | R Documentation |
Utility function
Description
Put hyperparameters hessian matrix in the form of omega and beta standard error.
Usage
pgam.hes2se(hes, fperiod, se.estimation="numerical")
Arguments
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 |
Value
List containing the hyperparameters omega
and beta
standard errors.
Note
This function is not intended to be called directly.
Author(s)
Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br
See Also
[Package pgam version 0.4.17 Index]