fit_MLE_array {blin}R Documentation

Fit reduced rank BLIN model D is matrix of lagged Y (covariates) Y is oservations X is covariates for multiple time periods Returns A, B, beta, betaOLS, Yhat, 2LL, 2LLinit

Description

Fit reduced rank BLIN model D is matrix of lagged Y (covariates) Y is oservations X is covariates for multiple time periods Returns A, B, beta, betaOLS, Yhat, 2LL, 2LLinit

Usage

fit_MLE_array(Y, D, X, lag, rankA = 1, rankB = 1, verbose = FALSE,
  printout = 1, tol = 1e-08, init = "I", sigma_init = 1,
  use_cov = TRUE, maxit = 1000, randseed = NA, Yold = NULL)

[Package blin version 0.0.1 Index]