Initial mean and covariance
[Mean,Covariance] = ecmninit(Data,InitMethod)
|
|
| (Optional) Character vector that identifies one of three
defined initialization methods to compute initial estimates for the
mean and covariance of the data. If
|
[Mean,Covariance] = ecmninit(Data,InitMethod)
creates
initial mean and covariance estimates for the function ecmnmle
. Mean
is
a NUMSERIES
-by-1
column vector
estimate for the mean of Data
. Covariance
is
a NUMSERIES
-by-NUMSERIES
matrix
estimate for the covariance of Data
.