CoeffGM: Compute Gauss Markov coefficient for CPS, matrix version

Description Usage Arguments Value Examples

View source: R/YF.R

Description

Compute Gauss Markov coefficient for CPS, matrix version

Usage

1
CoeffGM(Sigma, nmonth = dim(Sigma)[[1]])

Arguments

Sigma

a Variance covariance array

Value

a matrix.

Examples

1

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