compute_ci: Compute confidence intervals
In fHMM: Fitting Hidden Markov Models to Financial Data
compute_ci R Documentation
Compute confidence intervals
Description
This helper function computes confidence intervals for the estimates of an
fHMM_model object using the inverse Fisher information.
Usage
compute_ci(x, alpha = 0.05)
Arguments
x
[fHMM_model]
An object of class fHMM_model.
alpha
[numeric(1)]
The alpha level for the confidence interval. Must be between 0 and 1.
By default, alpha = 0.05, which computes a 95 percent confidence
interval.
Value
A list containing the following elements:
-
lb: lower bound of confidence
-
estimate: point estimate
-
ub: upper bound of confidence
fHMM documentation built on May 5, 2026, 5:07 p.m.
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| compute_ci | R Documentation |
Compute confidence intervals
Description
This helper function computes confidence intervals for the estimates of an
fHMM_model object using the inverse Fisher information.
Usage
compute_ci(x, alpha = 0.05)
Arguments
x |
[ |
alpha |
[ |
Value
A list containing the following elements:
-
lb: lower bound of confidence -
estimate: point estimate -
ub: upper bound of confidence
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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