psi_mat {alphaci} | R Documentation |
Psi matrix
Description
Calculate the psi matrix from a matrix of observations.
Usage
psi_mat(x, sigma, type = "adf")
Arguments
x |
A numeric matrix of observations. |
sigma |
Covariance matrix. |
type |
One of |
Value
The sample estimate of the psi matrix.
[Package alphaci version 1.0.1 Index]