thetaSE: Theta standard errors
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
thetaSE R Documentation
Theta standard errors
Description
This function computes the standard errors of the parameters in vector theta. This is done using an approximation of the Hessian matrix (using hessian and nearPD if info_mat is not PD).
Usage
thetaSE(mdl)
Arguments
mdl
List with model properties
Value
List provided as input with additional attributes HESS,theta_se, info_mat, and nearPD_used.
roga11/MSTest documentation built on June 15, 2025, 8:26 a.m.
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| thetaSE | R Documentation |
Theta standard errors
Description
This function computes the standard errors of the parameters in vector theta. This is done using an approximation of the Hessian matrix (using hessian and nearPD if info_mat is not PD).
Usage
thetaSE(mdl)
Arguments
mdl |
List with model properties |
Value
List provided as input with additional attributes HESS,theta_se, info_mat, and nearPD_used.
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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