ProfileSSE.covariance.DDE: ProfileSSE.covariance.DDE
Description
Newey-West estimate of covariance of parameter estimates from profiling for DDE models.
Currently assumes a lag-5 auto-correlation among observation vectors.
Usage
ProfileSSE.covariance.DDE(pars, beta, active = NULL, eps = 1e-06, ...)
Arguments
pars
The estimated parameters.
beta
The estimated parameters.
active
Incides indicating which parameters of pars should be estimated; defaults to all of them.
eps
Step-size for finite difference estimate of second derivatives.
...
Additional arguments used for profiling estimation
Value
Returns a Newey-West estimate of the covariance matrix of the parameter estimates.