pgam.hes2se {pgam}R 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


[Package pgam version 0.4.8 Index]