est_sigma_mat: Estimate the sample covariance matrix
In zhan-gao/LasForecast: Time series linear predictive regression
est_sigma_mat R Documentation
Estimate the sample covariance matrix
Description
Consider different methods later on.
Usage
est_sigma_mat(y, x)
Arguments
y
forecast target
x
forecasts to be combined
Value
sigma_mat: The estimated sample covariance matrix
zhan-gao/LasForecast documentation built on Sept. 18, 2024, 9:40 p.m.
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| est_sigma_mat | R Documentation |
Estimate the sample covariance matrix
Description
Consider different methods later on.
Usage
est_sigma_mat(y, x)
Arguments
y |
forecast target |
x |
forecasts to be combined |
Value
sigma_mat: The estimated sample covariance 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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