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Parameter Estimates

Source: R/fitVARMxID-methods-var-mx-id.R
coef.varmxid.Rd

Parameter Estimates

Usage

# S3 method for class 'varmxid'
coef(
  object,
  mu = TRUE,
  alpha = TRUE,
  beta = TRUE,
  nu = TRUE,
  psi = TRUE,
  theta = TRUE,
  ncores = NULL,
  ...
)

Arguments

object

Object of class varmxid.

mu

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

alpha

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

beta

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

nu

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

ncores

Positive integer. Number of cores to use.

...

additional arguments.

Value

Returns a list of vectors of parameter estimates.

Author

Ivan Jacob Agaloos Pesigan