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Find ha_parm for I(1) test (R implementation)

Usage

find_ha_parm_i1(om_ho, distmat, Rmat, emat, maxiter = 20)

Arguments

om_ho

q x q null covariance

distmat

n x n distance matrix

Rmat

n x q eigenvector matrix

emat

q x nrep standard normal draws

Value

ha_parm scalar