ajdmom.mdl_1fsvj.cov.cov

ajdmom.mdl_1fsvj.cov.cov(l1, l2, par)

Covariance in scalar

Parameters:

• l1 (int) – l1 in \(E[y_n^{l_1}y_{n+1}^{l_2}]\).

• l2 (int) – l2 in \(E[y_n^{l_1}y_{n+1}^{l_2}]\).

• par (dict) – parameters in dict.

Returns:

scalar of the covariance.

Return type:

float