OmegaMat: Asymptotic covariance Omega

Description Usage Arguments Value

View source: R/OmegaMat.R

Description

Evaluate asymptotic covariance of

Usage

1
OmegaMat(Sigma, eta, kappa = NULL)

Arguments

Sigma

Covariance matrix estimator.

eta

Shape parameter estimator.

kappa

Multivariate excess of kurtosis estimator.

Value

A square matrix of p + p*(p+1)/2


fxjulio/slash documentation built on May 28, 2019, 8:40 p.m.