confint.KFS {KFAS} | R Documentation |
Confidence Intervals of Smoothed States
Description
Extract confidence intervals of the smoothed estimates of states from the
output of KFS
.
Usage
## S3 method for class 'KFS'
confint(object, parm = "all", level = 0.95, ...)
Arguments
object |
An object of class |
parm |
Which states to extract? Either a numeric vector containing
the indices of the corresponding states, or a character vector defining the
types of the corresponding states. Possible choices are
|
level |
The confidence level required. Defaults to 0.95. |
... |
Ignored. |
Value
A list of confidence intervals for each state
Examples
model <- SSModel(log(drivers) ~ SSMtrend(1, Q = list(1)) +
SSMseasonal(period = 12, sea.type = "trigonometric") +
log(PetrolPrice) + law, data = Seatbelts, H = 1)
out <- KFS(model)
confint(out, parm = "regression")
[Package KFAS version 1.5.1 Index]