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theta_ci

Generate the Confidence Interval for Theta Estimates

Description

Create an Asymptotic CI for the Theta Estimates.

Usage

theta_ci(theta, A, v_hat, omega, alpha)

Arguments

theta

A vec containing the estimates
A

A mat that is the first derivative matrix.
v_hat

A mat that is the bootstrapped V matrix
omega

A mat that is the inverse of the diagonal V matrix.
alpha

A double that contains the confidence level.

Value

A mat that has the first column

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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