coefest: The finite dimensional coefficients estimator

Description Usage Arguments Value

View source: R/auxilliaryfunction.R

Description

This function returns us the estimate the finite dimensional part

Usage

1
coefest(N, omega_inv, score_process)

Arguments

N

the sample size

omega_inv

the inverse of omega matrix in the paper

score_process

the score process in the paper

Value

the coefficent estimate from the fit


andrewyyp/tsriadditive documentation built on May 25, 2019, 9:23 a.m.