model_score: Model Score

View source: R/RcppExports.R

model_scoreR Documentation

Model Score

Description

Calculates the modeling score of a GMWM

Usage

model_score(A, D, omega, v_hat, obj_value)

Arguments

A

A mat that contains the first derivatives of the processes

omega

A mat that contains the omega used when calculating the GMWM

v_hat

A mat that contains the covariance matrix

Details

The equation is slightly different than that stated in the paper due to the bootstrap already incorporating in N.

Value

A vec


simts documentation built on Aug. 31, 2023, 5:07 p.m.