compute_ci: Compute confidence intervals

In fHMM: Fitting Hidden Markov Models to Financial Data

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	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.

Value

A list containing the following elements:

• lb: lower bound of confidence

• estimate: point estimate

• ub: upper bound of confidence

Examples

## Not run: 
compute_ci(x = dax_model_3t, alpha = 0.05)

## End(Not run)

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