psi_mat: Psi matrix

View source: R/variance.R

psi_matR Documentation

Psi matrix

Description

Calculate the psi matrix from a matrix of observations.

Usage

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

Arguments

x

A numeric matrix of observations.

sigma

Covariance matrix.

type

One of adf, normal and elliptical.

Value

The sample estimate of the psi matrix.


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