CPS_Xplus_matrix: Compute the Moore penrose general inverse of a the X matrix...

Description Usage Arguments Value Examples

View source: R/YF.R

Description

Compute the Moore penrose general inverse of a the X matrix for CPS

Usage

1

Arguments

nmonth

an integer, the number of months

nvar

an integer, the number of variables

nrg

an integer, the number of rotation groups

alpha

a coefficient

Value

a matrix.

Examples

1

DanielBonnery/CompositeRegressionEstimation documentation built on June 17, 2020, 12:16 p.m.