summary.DNFOptim {SVDNF}

Summarizing Stochastic Volatility Model Fits from the Discrete Nonlinear Filter

Description

Summary method for DNFOptim objects.

Usage

## S3 method for class 'DNFOptim'
summary(object, confidence, ...)

## S3 method for class 'summary.DNFOptim'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

object

an object of class DNFOptim that you want to summary the parameter estimates.

x

an object of class summary.DNFOptim.

confidence

Confidence level for computing confidence intervals. Should be between 0 and 1. Default is 0.95.

digits

The number of digits to be printed in the print method for summary.DNFOptim objects.

...

further arguments passed to or from other methods.

Details

Returns the summary of the output of a DNFOptim object.

Value

Returns a list with the model used and its estimated parameters.

model

The model that was estimated with the DNFOptim object.

coefficients

Table with the maximum likelihood parameters estimates. If hessian = TRUE was set in the DNFOptim function, standard errors and 95% confidence intervals are given. Then, the table has the following columns:

• Estimate The parameter estimate.

• Std Error The standard error of the estimate.

• Lower Bound The lower bound of the confidence interval.

• Upper Bound The upper bound of the confidence interval.

logLik

Log-likelihood value at the parameter maximum likelihood estimates and the model's degrees of freedom

Examples

## For examples see example(DNFOptim)