model_score: Model Score
In simts: Time Series Analysis Tools
model_score R 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.
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| model_score | R Documentation |
Model Score
Description
Calculates the modeling score of a GMWM
Usage
model_score(A, D, omega, v_hat, obj_value)
Arguments
A |
A |
omega |
A |
v_hat |
A |
Details
The equation is slightly different than that stated in the paper due to the bootstrap already incorporating in N.
Value
A vec
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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