vol.mat: Computes the volatility matrix

Description Usage Arguments Author(s)

Description

!! DESCREVER O QUE É A MATRIZ

Usage

1
vol.mat(x, info, n.blocks, alpha)

Arguments

x

Subitems' variation.

info

Subitems' metadata.

n.blocks

Number of cuts to be made.

alpha

Significance level.

Author(s)

Talitha Speranza talitha.speranza@fgv.br, Fernando Teixeira fernando.teixeira@fgv.br, Daiane Marcolino daiane.marcolino@fgv.br


fernote7/inflation documentation built on May 16, 2019, 12:49 p.m.