Freq.fit-class function

class

S4 class for the frequentist estimation results

Slots

• model: character 'OU' or 'CIR'
• random: numeric 1, 2, or c(1,2)
• fixed: numeric value of the fixed effect if there is one
• gridf: matrix of values on which the estimated is done
• mu: numeric MLE estimator for parametric approach
• omega: numeric MLE estimator for parametric approach
• cutoff: value of the cutoff if there is one
• sigma2: numeric estimated value of $\sigma^2$
• estimf.trunc: matrix estimator of the density of $\phi$ for the truncated estimateur of the random effects
• estimphi.trunc: matrix truncated estimator of the random effects
• index: index of the used trajectories
• estimphi: matrix of the estimator of the random effects
• estimf: estimator of the density of $\phi$
• estim.fixed: estimator of the fixed parameter if option estim.fix = 1
• estim.fix: 1 if the user asked for the estimation of fixed parameter
• bic: numeric bic
• aic: numeric aic
• times: vector of observation times, storage of input variable
• X: matrix of observations, storage of input variable