make_sqrtInv_all: Make sqrtInv_all
Description
Make sqrtInv_all
for prewhitening
Usage
make_sqrtInv_all(nT, nV, do_pw, n_threads, ar_order, AR_coefs_avg, var_avg)
Arguments
- nT, nV, do_pw, n_threads, ar_order, AR_coefs_avg, var_avg
See GLM_est_resid_var_pw
.