summary: Summary tables of model parameters

In stochvolTMB: Likelihood Estimation of Stochastic Volatility Models

Description

Extract parameters, transformed parameters and latent log volatility along with standard error, z-value and p-value

Usage

## S3 method for class 'stochvolTMB'
summary(object, ..., report = c("all", "fixed", "transformed", "random"))

Arguments

object	A stochvolTMB object.
...	Currently not used.
report	Parameters to report with uncertainty estimates. Can be any subset of "fixed", "transformed" or "random" (see summary.sdreport). "fixed" report the parameters on the scale they were estimated, for example are all standard deviations estimated on log scale. "transformed" report all transformed parameters, for example estimated standard deviations transformed from log scale by taking the exponential. Lastly, "random" report the estimated latent log-volatility.

Value

data.table with parameter estimates, standard error, z-value and approximated p-value.

stochvolTMB documentation built on Aug. 13, 2021, 5:07 p.m.