l1Bfast: Estimate triangular OU from cross sectional data
In gherardovarando/crossSectional: Estimate Dynamical Model from Cross Sectional Data
Description
Use l1
Usage
1
Arguments
S
the sample covariance matrix
D
noise matrix
alpha
penalization coefficient
B
initial estimate for the coefficient matrix
...
additional parameters passed to optim
gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.
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Description
Use l1
Usage
1 |
Arguments
S |
the sample covariance matrix |
D |
noise matrix |
alpha |
penalization coefficient |
B |
initial estimate for the coefficient matrix |
... |
additional parameters passed to |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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