Find ha_parm g for I(0) test

Find ha_parm g for I(0) test

Usage

find_ha_parm_i0(om_ho, om_i0, om_bm, emat, maxiter = 20)

Arguments

om_ho

q x q null covariance

om_i0

q x q white noise covariance

om_bm

q x q BM covariance

emat

q x nrep standard normal draws

Value

ha_parm scalar