gamma_mat {alphaci}R Documentation

Gamma matrix

Description

Calculate the gamma matrix from a matrix of observations.

Usage

gamma_mat(x, sigma, type = "adf")

Arguments

x

A numeric matrix of observations.

sigma

Covariance matrix of the data.

type

One of adf, normal and elliptical.

Value

The sample estimate of the gamma matrix.


[Package alphaci version 1.0.1 Index]