wald {arf3DS4}R Documentation

Calculate Wald statistics for an arf model.

Description

Calculate Wald statistics for an arf model.

Usage

wald(arfmodel, waldobject = new("wald"), options = loadOptions(arfmodel))

Arguments

arfmodel

A valid model object.

waldobject

An object of class "wald". By default a new (empty) "wald" object is created. To test specific hypotheses a "wald" object with the @consts modified can be used.

options

An object of class "options".

Details

wald requires the (co)variance matrix of parameter estimates, it will give an error when the arfmodel@varcov slot does not exist (or has invalid values).

Value

Returns an object of class "model" with the appropriate slots.

Author(s)

Wouter D. Weeda - w.d.weeda@gmail.com

See Also

model, varcov, processModel, options


[Package arf3DS4 version 2.5-10 Index]