calcPar: Endogenous switching regression

Description Usage Arguments Value

View source: R/calcPar.R

Description

This R function provides estimates of original distribution parameters (sigma and rho) from the estimates of transformed distribution parameters using the delta method.

Usage

1
calcPar(Results)

Arguments

Results

A maxLik object that is estimated by the endoSwitch function.

Value

A matrix that reports the estimates of original distribution parameters. sigma is standard deviation, and rho is correlation coefficient.


endoSwitch documentation built on March 26, 2020, 9:38 p.m.