mp_pdf: Marcenko Pastur pdf function

Description Usage Arguments

View source: R/mp_pdf.R

Description

create m-p distribution for random matrix

Usage

1
mp_pdf(var = 1, t, m, pts)

Arguments

var

variance

t

time

m

number of stocks

pts

number of data points to sample


barryquinn1/ATI documentation built on May 10, 2021, 10:47 a.m.