Compute least squares estimates and IVX estimates with pairwise quantile predictive regressions (R package)
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Updated
Aug 9, 2023 - R
Compute least squares estimates and IVX estimates with pairwise quantile predictive regressions (R package)
Calculate the covariance of two single-precision floating-point strided arrays provided known means and using a one-pass textbook algorithm.
Compute the covariance of two one-dimensional ndarrays provided known means and using a one-pass textbook algorithm.
Compute the covariance of two one-dimensional single-precision floating-point ndarrays provided known means and using a one-pass textbook algorithm.
Calculate the covariance of two double-precision floating-point strided arrays provided known means and using a one-pass textbook algorithm.
Compute the covariance of two one-dimensional double-precision floating-point ndarrays provided known means and using a one-pass textbook algorithm.
Calculate the covariance of two strided arrays provided known means and using a one-pass textbook algorithm.
Compute the covariance matrix for an `M` by `N` double-precision floating-point matrix `A` and assigns the results to a matrix `B` when provided known means and using a one-pass textbook algorithm.
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