coef.fHMM_model: Model coefficients

In fHMM: Fitting Hidden Markov Models to Financial Data

Model coefficients

Description

This function returns the estimated model coefficients and an alpha confidence interval.

Usage

## S3 method for class 'fHMM_model'
coef(object, alpha = 0.05, digits = 2, ...)

Arguments

object	An object of class fHMM_model.
alpha	A numeric between 0 and 1, the alpha level for the confidence interval. By default, alpha = 0.05, which computes a 95% confidence interval.
digits	An integer, the number of significant digits to be used. By default, digits = 2.
...	Ignored.

Value

A data.frame.

fHMM documentation built on Oct. 12, 2023, 5:10 p.m.