Parameter Estimates

Parameter Estimates

Usage

# S3 method for class 'dtvaridmx'
coef(object, alpha = FALSE, psi = FALSE, theta = FALSE, ...)

Arguments

object

Object of class dtvaridmx.

alpha

Logical. If alpha = TRUE, include estimates of the alpha vector, if available. If alpha = FALSE, exclude estimates of the alpha vector.

psi

Logical. If psi = TRUE, include estimates of the psi matrix, if available. If psi = FALSE, exclude estimates of the psi matrix.

theta

Logical. If theta = TRUE, include estimates of the theta matrix, if available. If theta = FALSE, exclude estimates of the theta matrix.

...

additional arguments.

Value

Returns a list of vectors of parameter estimates.

Author

Ivan Jacob Agaloos Pesigan