Extract the parameters of an affect Ornstein-Uhlenbeck (OU) model as a list.
Usage
# S3 method for class 'affectOU'
coef(object, ...)Arguments
- object
An object of class
affectOU.- ...
Additional arguments (unused).
Value
A list containing the model parameters: theta, mu, gamma, and
sigma. For 1D models, these are returned as numeric scalars. For
multivariate models, they are returned as matrices.
See also
Model parameters are explained in affectOU() and can be modified using update().