compute_sigma_0 {TVMVP} | R Documentation |
Compute Sigma_0 p.93 Su and Wang (2017).
Description
Compute Sigma_0 p.93 Su and Wang (2017).
Usage
compute_sigma_0(res_set, iT, ip)
Arguments
res_set |
Residuals. |
iT |
Number of time periods. |
ip |
Number of assets. |
Value
Sigma_0 from page 93 in Su and Wang (2017).
[Package TVMVP version 1.0.5 Index]