make_gamma: Aggregation of estimated error
In MEFM: Perform MEFM Estimation on Matrix Time Series
make_gamma R Documentation
Aggregation of estimated error
Description
Computing the aggregated estimated error at some index for constructing asymptotic normality
Usage
make_gamma(E, type = "mu", ind = 1)
Arguments
E
A matrix representing the estimated error matrix at some time t of dim (p,q).
type
Character input, choice from one of 'mu', 'alpha' and 'beta'. Default is 'mu'.
ind
integer denoting the index of interest, only used when type is 'alpha' or 'beta'. Default is 1.
Value
A numeric number
MEFM documentation built on June 22, 2024, 10:42 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| make_gamma | R Documentation |
Aggregation of estimated error
Description
Computing the aggregated estimated error at some index for constructing asymptotic normality
Usage
make_gamma(E, type = "mu", ind = 1)
Arguments
E |
A matrix representing the estimated error matrix at some time t of dim (p,q). |
type |
Character input, choice from one of 'mu', 'alpha' and 'beta'. Default is 'mu'. |
ind |
integer denoting the index of interest, only used when type is 'alpha' or 'beta'. Default is 1. |
Value
A numeric number
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.