betahatR: Estimate the coefficients of the NAR(1) model.

Description Usage Arguments Value Examples

View source: R/StatCompR.R

Description

Estimate the coefficients of the NAR(1) model.

Usage

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betahatR(Y, X)

Arguments

Y

the samples generated by 'obR' function (numeric)

X

the samples generated by 'obR' function (numeric)

Value

the estimated coefficients vector and a inverse matrix (numeric)

Examples

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## Not run: 
T<- 1000
K<- 3
N<- 10
beta<- c(0.2,-0.4)
A<- netA(K,N)
res<- obR(A,beta,T)
hatbeta<- betahatR(res$Y,res$X)$betahat
## End(Not run)

clulu1014/StatComp21024 documentation built on Dec. 23, 2021, 11:14 p.m.