CoeffS2: Compute the coefficients for Direct

In DanielBonnery/CompositeRegressionEstimation: X

Description

Compute the coefficients for Direct

Usage

CoeffS2(nmonth)

Arguments

Sigma	a p x p matrix
X	an n x p matrix
Xplus:	a general inverse of X

Value

the coefficients matrix $W$ such that $WY$ is the best unbiased linear estimator of β where E[Y]=Xβ

Examples

A=array(rnorm(prod(2:5)),2:5);M=a2m(A,2);dim(A);dim(M);dim(a2m(A))

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