optimizeBtriang: Maximum likelihood optimization for triangular B
In gherardovarando/crossSectional: Estimate Dynamical Model from Cross Sectional Data
Description
Usage
Arguments
Details
Value
Description
Maximum likelihood optimization for triangular B
Usage
1
optimizeBtriang(B, S, C = diag(nrow(B)), ...)
Arguments
B
initial coefficient matrix
S
empirical covariance matrix
C
positive definite term of the Lyapunov equation
...
additional parameters passed to optim
Details
MLE for coefficient matrix with the same 0s pattern of B
Value
The MLE estimation of the coefficient matrix
gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.
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.
Description Usage Arguments Details Value
Description
Maximum likelihood optimization for triangular B
Usage
1 | optimizeBtriang(B, S, C = diag(nrow(B)), ...)
|
Arguments
B |
initial coefficient matrix |
S |
empirical covariance matrix |
C |
positive definite term of the Lyapunov equation |
... |
additional parameters passed to |
Details
MLE for coefficient matrix with the same 0s pattern of B
Value
The MLE estimation of the coefficient 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.