View source: R/pmpp_aux_funcs.R
Obtain 2D kernel density estimates given sufficient statistics for lambdas and the initial data Y0
1 | get_kernel(lambdas, sigma2, dens_grid, N, T, Y0)
|
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 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.