matrix_PDC: Partial directed coherence matrix
In AnomalyScore: Anomaly Scoring for Multivariate Time Series
matrix_PDC R Documentation
Partial directed coherence matrix
Description
Partial directed coherence matrix
Usage
matrix_PDC(unit, ar)
Arguments
unit
A Matrix containing the multivariate time series. Each column
represents a univariate time series.
ar
Integer vector containing all the lags considered for the
vector autoregressive model
Value
An real array of dimensions, ncol(unit), ncol(unit), n, where n is the number of
frequencies at which the PDC is estimated.
Examples
X=matrix( rnorm(2000), ncol=10 )
ar=c(1, 2)
matrix_PDC(X, ar)
AnomalyScore documentation built on April 4, 2025, 3:13 a.m.
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| matrix_PDC | R Documentation |
Partial directed coherence matrix
Description
Partial directed coherence matrix
Usage
matrix_PDC(unit, ar)
Arguments
unit |
A Matrix containing the multivariate time series. Each column represents a univariate time series. |
ar |
Integer vector containing all the lags considered for the vector autoregressive model |
Value
An real array of dimensions, ncol(unit), ncol(unit), n, where n is the number of frequencies at which the PDC is estimated.
Examples
X=matrix( rnorm(2000), ncol=10 )
ar=c(1, 2)
matrix_PDC(X, ar)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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