confint: Confidence intervals Visser et al (2000)
In hmmr: "Mixture and Hidden Markov Models with R" Datasets and Example Code

Description Usage Format Source Examples

Values from Table 1 of Visser et al (2000) with confidence intervals obtained using four different methods; 1) likelihood profiles, 2) bootstrap with 500 samples, 3) bootstrap with 1000 samples, 4) finite differences approximation of the hessian.

1	data(confint)

A data.frame with 9 variables for each parameter of a 2-state hidden Markov model fitted to data simplehmm:

par: parameter name, see Visser et al (2000) for details.
true: true value of the parameter.
mle: maximum likelihood estimate of the parameter.
prof: the size of the confidence interval resulting from the profile likelihood method.
left: the left hand boundary of the (95%) confidence interval using the likelihood profile method.
right: the right hand boundary of the (95%) confidence interval using the likelihood profile method.
b500: the size of the confidence interval resulting from 500 bootstrap samples.
b1000: the size of the confidence interval resulting from 1000 bootstrap samples.
fdh: the size of the confidence interval based on the finite differences approximation of the hessian.

Ingmar Visser, Maartje E. J. Raijmakers, and Peter C. M. Molenaar (2000). Confidence intervals for hidden Markov model parameters. British journal of mathematical and statistical psychology, 53, p. 317-327.