Hello, everyone
I would like to estimate standard deviation, correlation, cross-correlation of output in SMM.
Is the following matrix correct in matched_moment?
Because the value of standard deviation in the matched_moment is different from that calculated by the matlab command std.
As documented in the manual, matched_moments will use non-centered product moments unless prefilter is set. Thus, you will get E(y^2)=Var(y)+[E(y)]^2