Nothing
.Variance_estimation <- function(X,Y,deg,timeT,mat_param,regimes_prob){
nbT <- length(timeT)
r <- 1
sigma2 <- matrix(0,nrow=1,ncol=nbT+1)
while(r <= (nbT+1)){
s <- 0
for(i in 1:(deg+1)){
s <- s + mat_param[r,i] * X^(deg+1-i)
}
sigma2[,r] <- sum(((Y - s)^2) * regimes_prob[,r])/sum(regimes_prob[,r])
r <- r+1
}
return(sigma2)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.