OMG = omega(M)
M = omega(M,OMG)
M
[ model | bkwmodel ] - Model or bkwmodel object.
OMG
[ numeric ] - Covariance matrix that will be converted to new values for std deviations and cross-corr coefficients.
OMG
[ numeric ] - Covariance matrix of shocks or residuals based on the currently assigned std deviations and cross-correlation coefficients.
M
[ model | bkwmodel ] - Model or bkwmodel object with new values for std deviations and cross-corr coefficients based on the input covariance matrix.