Description Usage Arguments Details Value Author(s) See Also Examples
Given rows of observations of some vector (or multidimensional
data), estimates the second moment by taking a simple mean,
returning a madness
object.
1 |
X |
a multidimensional array (or a data frame) of observed values. |
vcov.func |
a function which takes an object of class |
xtag |
an optional string tag giving the name of the input data. defaults to figuring it out from the input expression. |
Given a
n x k_1 x k_2 ... x k_l
array whose 'rows' are independent observations of X, computes the
k_1 x k_2 x ... x k_l x k_1 x k_2 ... k_l
array of the mean of outer(X,X) based on n observations,
returned as a madness
object. The variance-covariance
is also estimated, and stored in the object.
One may use the default method for computing covariance,
via the vcov
function, or via a 'fancy' estimator,
like sandwich:vcovHAC
, sandwich:vcovHC
, etc.
A madness
object representing the mean of the outer
product of the tail dimensions of X
.
Steven E. Pav shabbychef@gmail.com
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