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PCMBase
PCMVarAtTime
PCMVarAtTime function
Calculate the variance covariance k x k matrix at time t, under a PCM model
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PCMBase package
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Maintainer: Venelin Mitov
License: GPL (>= 3.0)
Last published: 2025-09-01
Useful links
https://github.com/venelin/PCMBase/issues
https://venelin.github.io/PCMBase/
https://venelin.github.io