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Illustration Sampling Distribution Discrete Time - Time Interval of 1 (Monte Carlo Method)

Source: R/manCTMed-illustration-data-dist-dt-mc.R
illustration_dist_dt_mc.Rd

Illustration Sampling Distribution Discrete Time - Time Interval of 1 (Monte Carlo Method)

Usage

data(illustration_dist_dt_mc)

Format

A matrix with 20000 rows and 15 columns:

beta_xx

Elements of the matrix of lagged coefficients.

psi_xx

Elements of the process noise covariance matrix.

Author

Ivan Jacob Agaloos Pesigan