sigex.tstats: Computes t statistics for parameter estimates

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Computes t statistics for parameter estimates

Description

Computes t statistics for parameter estimates

Usage

sigex.tstats(mdl, psi, hess, constraint, returnSE = FALSE)

Arguments

mdl	The specified sigex model, a list object
psi	A vector of all the real hyper-parameters
hess	Hessian matrix, which can be obtained from output of sigex.mlefit
constraint	Matrix of the form [Q , C], with C (constraint.mat) the matrix of constraints and Q (constraint.vec) the vector of constraint constants, such that C psi = Q. Use NULL if there are no constraints
returnSE	Boolean by default FALSE; if TRUE, output is a list with first element t statistics and second element standard errors

Value

tstats: vector of psi mles divided by standard error. If a parameter constraints are used, this is taken into account.

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.