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qualypsoss (version 1.1.1)

get.det.KMS: get.det.KMS return the determinant of the KMS matrix

Description

get.det.KMS return the determinant of the KMS matrix

Usage

get.det.KMS(nP, rho)

Value

determinant of the KMS matrix

Arguments

nP

number of continuous predictors (e.g. future times)

rho

AR(1) correlation parameter in (-1,1)

Author

Guillaume Evin