IMSGARCHCoefficients.InitCovarianceMatrix

Syntax

InitCovarianceMatrix: Array;

Description

The InitCovarianceMatrix property determines covariance matrix for generation.

Comments

To autoselect parameters, use the ISmMarkovSwitchingGARCH.UseDefaultInitDistribution property.

Example

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

See also:

IMSGARCHCoefficients