simts: calculate_psi_matrix – R documentation

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calculate_psi_matrix

Calculate the Psi matrix

Description

Computes the Psi matrix using supplied parameters

Usage

calculate_psi_matrix(A, v_hat, omega)

Arguments

`A`	first derivative matrix
`v_hat`	bootstrapped V
`omega`	original omega matrix

Value

A mat that has the first column

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21