p_kprsECM: p_kprsECM computes the first derivative as a function of s...

Description Usage Arguments

View source: R/ECM_functions.r

Description

p_kprsECM computes the first derivative as a function of s using an analytical formula

Usage

1
p_kprsECM(s, N1, N2, sigma_eigv)

Arguments

s

The value needed for the first derivative to equal log(lambdaECM)

N1

Number of rows in matrix 1

N2

Number of rows in matrix 2

sigma_eigv

A vector of eigenvalues of (Sigma11)*(inv-Sigma22)


chvrngit/wmpvaer documentation built on Dec. 3, 2019, 12:14 p.m.