make_gamma {MEFM}

Aggregation of estimated error

Description

Computing the aggregated estimated error at some index for constructing asymptotic normality

Usage

make_gamma(E, type = "mu", ind = 1)

Arguments

E

A matrix representing the estimated error matrix at some time t of dim (p,q).

type

Character input, choice from one of 'mu', 'alpha' and 'beta'. Default is 'mu'.

ind

integer denoting the index of interest, only used when type is 'alpha' or 'beta'. Default is 1.

Value

A numeric number