Estimate variance for change point models
Usage
estimate_variance(data, family = "mean", ...)
Arguments
- data
Data used for variance estimation.
- family
Model family. One of "mean", "median",
"linear_regression", "lm", or "arma".
- ...
Additional arguments passed to the family-specific estimator.
Value
The estimated variance, covariance matrix, or ARMA variance summary.
See also
[estimate_variance_mean()], [estimate_variance_median()],
[estimate_variance_linear_regression()], and [estimate_variance_arma()].
