compute_ci: Compute confidence intervals
In loelschlaeger/fHMM: Fitting Hidden Markov Models to Financial Data
compute_ci R Documentation
Compute confidence intervals
Description
This helper function computes confidence intervals for the estimates of an
fHMM_model object using the inverse Fisher information.
Usage
compute_ci(x, alpha = 0.05)
Arguments
x
An object of class fHMM_model.
alpha
A numeric between 0 and 1, the alpha level for the confidence interval.
By default, alpha = 0.05, which computes a 95% confidence interval.
Value
A list containing the following elements:
-
lb: lower bound of confidence
-
estimate: point estimate
-
ub: upper bound of confidence
loelschlaeger/fHMM documentation built on June 15, 2025, 9:30 a.m.
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| compute_ci | R Documentation |
Compute confidence intervals
Description
This helper function computes confidence intervals for the estimates of an
fHMM_model object using the inverse Fisher information.
Usage
compute_ci(x, alpha = 0.05)
Arguments
x |
An object of class |
alpha |
A |
Value
A list containing the following elements:
-
lb: lower bound of confidence -
estimate: point estimate -
ub: upper bound of confidence
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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