inst/book-ex/Rcode-8-6.R

H.6 <- matrix(rbind(diag(3), c(0, 0, 0), c(0, 0, 0)),
              nrow=5, ncol=3)
H6 <- summary(bh6lrtest(z = H1, H = H.6,
                        r = 2, r1 = 1))

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urca documentation built on Sept. 9, 2022, 3:06 p.m.