psigma_estimates: Preliminar estimates

Description Usage Arguments Value

View source: R/psigma_estimates.R

Description

It computes the preliminary estimates of Sigma_epsilon and Sigma_eta

Usage

1

Arguments

dat

is a 2 column matrix with for the bivariate time series observations. Each column correspond to the values at a given time.

Value

Sigma epsilon

Sigma eta


TSsmoothing documentation built on July 15, 2019, 5:01 p.m.