get_lambda0: Produce sufficient statistics (lambda0) given the common...
In veneficusnl/pmpp: Posterior Mean Panel Predictor
View source: R/pmpp_aux_funcs.R
Description
Produce sufficient statistics (lambda0) given the common coefficients (rho0)
Usage
1
2
get_lambda0(rho, alpha = rep(0, n_alpha), N, T, n_alpha, Y_mat, X_mat, W,
Z_mat)
Arguments
rho
lagged dependent variable coefficients
alpha
external variables coefficients
N
cross-sectional dimension of the data
T
time dimension of the data
n_alpha
number of external variables
Y_mat
dependent variable matrix
X_mat
lagged dependent variable matrix
W
cross-sectionally invariant variables - not used now
Z_mat
external variable matrix
veneficusnl/pmpp documentation built on Oct. 16, 2019, 11:22 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.
View source: R/pmpp_aux_funcs.R
Description
Produce sufficient statistics (lambda0) given the common coefficients (rho0)
Usage
1 2 | get_lambda0(rho, alpha = rep(0, n_alpha), N, T, n_alpha, Y_mat, X_mat, W,
Z_mat)
|
Arguments
rho |
lagged dependent variable coefficients |
alpha |
external variables coefficients |
N |
cross-sectional dimension of the data |
T |
time dimension of the data |
n_alpha |
number of external variables |
Y_mat |
dependent variable matrix |
X_mat |
lagged dependent variable matrix |
W |
cross-sectionally invariant variables - not used now |
Z_mat |
external variable 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.