Description Usage Arguments Value Examples
emp_W
is the matrix in the Klimko-Nelson seminal paper. Basically,
we know
√{n}(\hat{a}_{10} - a_{10}, \hat{a}_{01} - a_{01}, \hat{a}_{11} - a_{11}, \hat{μ}_ε - μ_ε)^\top \sim MNV(0, Σ)
where
Σ = V^{-1}W V^{-1}.
For more details, check Klimko and Nelson (1978).
1 | emp_W(X)
|
X |
A integer matrix where each cell is the observed value in the regular lattice. |
The matrix W
estimated empirically.
1 2 |
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