PredictableComponents.jl
Introduction
Linear Predictability
\[\iota_{Pr}=\frac{W'\left(\sum_{\tau=1}^\infty \Sigma_{YX}\Sigma_{X}^{-1}\Sigma_{XY} \right) W}{W' \Sigma_{X}W}\]
Nonlinear Predictability
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Guide
Library
Documentation
The documentation was built using Documenter.jl.
Documentation built 2018-05-22T05:34:13.972 with Julia 0.6.2.