ecn: Fit empirical distribution of observed correlated N(0,1)...

Description Usage

Description

Fit empirical distribution of observed correlated N(0,1) noise using Exchangeable Correlated Noise (ECN) model

Usage

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ecn(z, gd.order = 10, omega.lambda = 10, omega.rho = 0.5,
  omega.pen = NULL)

LSun/cashalpha documentation built on May 20, 2019, 5:40 p.m.