ProfileSSE.covariance.DDE: ProfileSSE.covariance.DDE
In gpDDE: General Profiling Method for Delay Differential Equation
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Newey-West estimate of covariance of parameter estimates from profiling for DDE models.
Currently assumes a lag-5 auto-correlation among observation vectors.
Usage
1
ProfileSSE.covariance.DDE(pars, beta, active = NULL, eps = 1e-06, ...)
Arguments
pars
The estimated parameters.
beta
The estimated parameters.
active
Incides indicating which parameters of pars should be estimated; defaults to all of them.
eps
Step-size for finite difference estimate of second derivatives.
...
Additional arguments used for profiling estimation
Value
Returns a Newey-West estimate of the covariance matrix of the parameter estimates.
Author(s)
Ziqian Zhou
See Also
gpDDE documentation built on May 2, 2019, 1:09 p.m.
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Description Usage Arguments Value Author(s) See Also
Description
Newey-West estimate of covariance of parameter estimates from profiling for DDE models. Currently assumes a lag-5 auto-correlation among observation vectors.
Usage
1 | ProfileSSE.covariance.DDE(pars, beta, active = NULL, eps = 1e-06, ...)
|
Arguments
pars |
The estimated parameters. |
beta |
The estimated parameters. |
active |
Incides indicating which parameters of pars should be estimated; defaults to all of them. |
eps |
Step-size for finite difference estimate of second derivatives. |
... |
Additional arguments used for profiling estimation |
Value
Returns a Newey-West estimate of the covariance matrix of the parameter estimates.
Author(s)
Ziqian Zhou
See Also
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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