get_kernel: Obtain 2D kernel density estimates given sufficient...

Description Usage Arguments

View source: R/pmpp_aux_funcs.R

Description

Obtain 2D kernel density estimates given sufficient statistics for lambdas and the initial data Y0

Usage

1
get_kernel(lambdas, sigma2, dens_grid, N, T, Y0)

Arguments

lambdas

sufficient statistics for the intercept term

sigma2

variance of the shocks

dens_grid

grid over which the density is to be computed

N

cross-sectional dimension of the data

T

time dimension of the data

Y0

initial observations of the dependent variable


pmpp documentation built on Oct. 30, 2019, 11:35 a.m.