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 adf, normal and elliptical.

Value

The sample estimate of the psi matrix.


[Package alphaci version 1.0.1 Index]