IRIS Toolbox Reference Manual

## omega

Get or set the covariance matrix of shocks

#### Syntax for getting covariance matrix

    OMG = omega(M)

#### Syntax for setting covariance matrix

    M = omega(M,OMG)

#### Input arguments

- `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.

#### Output arguments

- `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.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.