estim_mar_dep | R Documentation |
Following equation 10 in Supplementary Material of Qasmi and Ribes (2021),
estim_mar_dep
computes the parameter lambda by the method of moments
given two different MAR parameters.
estim_mar_dep(theta1, theta2, y)
theta1 |
a vector containing the MAR parameters returned by
|
theta2 |
a vector containing the MAR parameters returned by
|
y |
a list of the two time series associated with
|
a vector of parameters containing theta1
and theta2
,
and the parameter lambda.
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