IMSGARCHCoefficients.InitCovarianceMatrix

Fore Syntax

InitCovarianceMatrix: Array;

Fore.NET Syntax

InitCovarianceMatrix: System.Array;

Description

The InitCovarianceMatrix property determines covariance matrix for generation.

Comments

To autoselect parameters, use the ISmMarkovSwitchingGARCH.UseDefaultInitDistribution property.

Fore and Fore.NET Examples

The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.

See also:

IMSGARCHCoefficients