gamma_mat: Gamma matrix

View source: R/variance.R

gamma_matR Documentation

Gamma matrix

Description

Calculate the gamma matrix from a matrix of observations.

Usage

gamma_mat(x, sigma, type = "adf")

Arguments

x

A numeric matrix of observations.

sigma

Covariance matrix of the data.

type

One of adf, normal and elliptical.

Value

The sample estimate of the gamma matrix.


alphaci documentation built on May 29, 2024, 8:55 a.m.