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alphaci (version 1.0.1)

psi_mat: Psi matrix

Description

Calculate the psi matrix from a matrix of observations.

Usage

psi_mat(x, sigma, type = "adf")

Value

The sample estimate of the psi matrix.

Arguments

x

A numeric matrix of observations.

sigma

Covariance matrix.

type

One of adf, normal and elliptical.