ajdmom.mdl_srjd.cond2_mom.recursive_IE

ajdmom.mdl_srjd.cond2_mom.recursive_IE(m, IE)[source]

Recursive step in equation (1)

Parameters:

  • m (int) – power of \(I\!E_s\) in the integrand.

  • IE (dict) – a dict of conditional moments of \(I\!E_t\), with key m and value Poly object with attribute keyfor = (‘v_0’, ‘k^{-}’, ‘theta’, ‘sigma’, ‘e^{kt}’, ‘l_{1:n}’)

Returns:

poly with the same attribute keyfor of the Poly object in IE

Return type:

Poly