sdreport_outer: Report uncertainty of the estimated smoothing parameters or...

In LaMa: Fast Numerical Maximum Likelihood Estimation for Latent Markov Models

Report uncertainty of the estimated smoothing parameters or variances

Description

Computes standard deviations for the smoothing parameters of a model object returned by qreml using the delta method.

Usage

sdreport_outer(mod, invert = FALSE)

Arguments

mod	model objects as returned by qreml
invert	optional logical; if TRUE, the inverse smoothing paramaters (variances) are returned along with the transformed standard deviations obtained via the delta method.

Details

The computations are based on the approximate gradient of the restricted log likelihood. The outer Hessian is computed by finite differencing of this gradient. If the inverse smoothing parameters are requested, the standard deviations are transformed to the variances using the delta method.

Value

list containing report matrix summarising parameters and standard deviations as well as the outer Hessian matrix.

Examples

## no examples

LaMa documentation built on Nov. 5, 2025, 6:42 p.m.