inference {RGAP} | R Documentation |
Computes standard errors, t-statistics, and p-values for the estimated state space parameters using the delta method.
Description
Computes standard errors, t-statistics, and p-values for the estimated state space parameters using the delta method.
Usage
inference(parOptim, hessian, loc)
Arguments
parOptim |
The vector of optimized parameters, without transformations. |
hessian |
The hessian from the optimization. |
loc |
A |
[Package RGAP version 0.1.1 Index]