partialinfoH: Partial information H function from h_matrix or h_list input

View source: R/martingaleDifference.R

partialinfoHR Documentation

Partial information H function from h_matrix or h_list input

Description

Partial information H function from h_matrix or h_list input

Usage

partialinfoH(h_matrix)

Arguments

h_matrix

matrix of lagged h values (including constant column) or list of same

Value

estimated H matrix


ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.