expectation2_gRcpp {countSTAR} | R Documentation |
Compute E(Y^2) for a STAR process
Description
Compute the conditional expectation of Y^2 for a STAR process Y under a generic link function g.
Usage
expectation2_gRcpp(g_a_j, g_a_jp1, mu, sigma, Jmax)
Arguments
g_a_j |
|
g_a_jp1 |
|
mu |
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sigma |
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Jmax |
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Value
y2_hat m x 1
vector of conditional expectations
Note
This function uses Rcpp
for computational efficiency.
[Package countSTAR version 1.0.2 Index]