duplicateMatrix: Construct Lagged Design Matrix for VAR
In VARcpDetectOnline: Sequential Change Point Detection for High-Dimensional VAR Models
View source: R/main_function.R
duplicateMatrix R Documentation
Construct Lagged Design Matrix for VAR
Description
Duplicates the original data matrix to create a lagged predictor matrix for VAR estimation.
Usage
duplicateMatrix(data, p)
Arguments
data
A numeric matrix with time series data (observations in rows).
p
Integer. The order of the VAR model (number of lags).
Value
A numeric matrix with duplicated columns corresponding to lagged observations.
VARcpDetectOnline documentation built on July 3, 2026, 1:07 a.m.
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View source: R/main_function.R
| duplicateMatrix | R Documentation |
Construct Lagged Design Matrix for VAR
Description
Duplicates the original data matrix to create a lagged predictor matrix for VAR estimation.
Usage
duplicateMatrix(data, p)
Arguments
data |
A numeric matrix with time series data (observations in rows). |
p |
Integer. The order of the VAR model (number of lags). |
Value
A numeric matrix with duplicated columns corresponding to lagged observations.
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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