pgam.hes2se: Utility function

View source: R/pgam.r

pgam.hes2seR Documentation

Utility function

Description

Put hyperparameters hessian matrix in the form of omega and beta standard error.

Usage

pgam.hes2se(hes, fperiod, se.estimation="numerical")

Arguments

hes

hessian matrix returned by optim

fperiod

vector containing as many seasonal factors as there are in model formula

se.estimation

indicate what method is used to extract the stardard errors

Value

List containing the hyperparameters omega and beta standard errors.

Note

This function is not intended to be called directly.

Author(s)

Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br

See Also

pgam, formparser


pgam documentation built on Aug. 20, 2022, 1:06 a.m.