lowertriangB: Recover lower triangular B
In gherardovarando/crossSectional: Estimate Dynamical Model from Cross Sectional Data
Description
Usage
Arguments
Value
Description
Recover the only lower triangular stable matrix B such that the
associate OU process admit invariant distribution with covariance equal
to the given matrix.
Usage
1
Arguments
Sigma
PSD matrix, the covariance matrix
P
PSD matrix, the inverse of the covariance
C
PSD matrix
Value
A stable lower triangular matrix
gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.
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Description Usage Arguments Value
Description
Recover the only lower triangular stable matrix B such that the associate OU process admit invariant distribution with covariance equal to the given matrix.
Usage
1 |
Arguments
Sigma |
PSD matrix, the covariance matrix |
P |
PSD matrix, the inverse of the covariance |
C |
PSD matrix |
Value
A stable lower triangular matrix
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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