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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().

Examples

model <- affectOU(ndim = 2)
coef(model)
#> $theta
#>      [,1] [,2]
#> [1,]  0.5  0.0
#> [2,]  0.0  0.5
#> 
#> $mu
#> [1] 0 0
#> 
#> $gamma
#>      [,1] [,2]
#> [1,]    1    0
#> [2,]    0    1
#> 
#> $sigma
#>      [,1] [,2]
#> [1,]    1    0
#> [2,]    0    1
#>