| create_covMat_crosssectional_dependence {RCTS} | R Documentation |
Function used in generating simulated data with non normal errors.
Description
Used to include cross-sectional dependence or serial dependence into the simulated panel data.
Usage
create_covMat_crosssectional_dependence(parameter, NN)
Arguments
parameter |
amount of cross-sectional dependence |
NN |
number of time series |
Value
NxN covariance matrix
[Package RCTS version 0.2.4 Index]