A matrix (or vector) with columns giving lower and upper confidence
limits for each parameter. These will be labelled as (1-level)/2 and
1 - (1-level)/2 in % (by default 2.5% and 97.5%).
Warning
As these confidence intervals use the standard errors returned by
fracdiff() (which are based on finite difference
approximations to the Hessian) they may end up being much too narrow,
see the example in fracdiff.var.
Arguments
object
an object of class fracdiff, typically result of
fracdiff(..).
parm
a specification of which parameters are to be given
confidence intervals, either a vector of numbers or a vector of
names. If missing, all parameters are considered.
level
the confidence level required.
...
additional argument(s) for methods.
Author
Spencer Graves posted the initial version to R-help.
See Also
the generic confint; fracdiff model
fitting, notably fracdiff.var() for re-estimating the
variance-covariance matrix on which confint() builds entirely.