gamma_est_adf: Asymptotically distribution free covariance matrix.

gamma_est_adfR Documentation

Asymptotically distribution free covariance matrix.

Description

Asymptotically distribution free covariance matrix.

Usage

gamma_est_adf(x)

Arguments

x

Data.

Value

Estimate of the ADF covariance matrix.


semTests documentation built on May 29, 2024, 11:58 a.m.