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References: [ +from:james.dartnall@gmail.com: 4 ]

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1. calculating the hessian in a non-Gauss ssf (score: 1)
Author: James Dartnall <james.dartnall@gmail.com>
Date: Tue, 24 Jan 2006 19:55:53 +0000
Dear all, The new routine that calculates the hessian and "vcov" built in to the Finmetrics 2 function SsfFit is very useful for calculating the standard errors on hyperparameters in Gaussian state s
/archives/html/s-news/2006-01/msg00073.html (7,556 bytes)

2. asymptotic standard errors (score: 1)
Author: James Dartnall <james.dartnall@gmail.com>
Date: Tue, 20 Sep 2005 15:16:17 +0100
Dear all, Does anyone know of a function in S-Plus or S+Finmetrics which calculates asymptotic standard errors on parameters in ARIMA models or hyperparameters in state space models? I am using S-Plu
/archives/html/s-news/2005-09/msg00060.html (7,195 bytes)

3. Question about SimSmoDraw in Finmetrics (score: 1)
Author: "James Dartnall" <james.dartnall@gmail.com>
Date: Wed, 24 May 2006 20:38:44 +0100
Hello all, I have a query about drawing simulated samples using SimSmoDraw. Using the example of river nile data, "nile.dat", why is it that when I do this: nile.mod = GetSsfStsm(irregular=sqrt(15099
/archives/html/s-news/2006-05/msg00086.html (7,634 bytes)

4. Question about SimSmoDraw in S+Finmetrics (score: 1)
Author: "James Dartnall" <james.dartnall@gmail.com>
Date: Thu, 25 May 2006 12:01:39 +0100
Dear S-Plus users, Appologies if this message appears twice on the list as it did not seem to get through when I first sent it. I have a query about drawing simulated samples using SimSmoDraw in S+Fi
/archives/html/s-news/2006-05/msg00089.html (7,930 bytes)

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