pgam.hes2se: Utility function
Description
Put hyperparameters hessian matrix in the form of omega and beta standard error.
Usage
pgam.hes2se(hes, fperiod, se.estimation="numerical")
Arguments
hes
hessian matrix returned by optim
fperiod
vector containing as many seasonal factors as there are in model formula
se.estimation
indicate what method is used to extract the stardard errors
Value
List containing the hyperparameters \(omega\) and \(beta\) standard errors.