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 |
Value
The sample estimate of the gamma matrix.
[Package alphaci version 1.0.1 Index]