splitMatrix: Split Coefficient Matrix into VAR Lags
In VARcpDetectOnline: Sequential Change Point Detection for High-Dimensional VAR Models
View source: R/main_function.R
splitMatrix R Documentation
Split Coefficient Matrix into VAR Lags
Description
Splits a matrix of estimated coefficients into a list of matrices,
each corresponding to one lag of the VAR model.
Usage
splitMatrix(M, p)
Arguments
M
A numeric matrix of coefficients.
p
Integer. The order of the VAR model (number of lags).
Value
A list of p matrices, each of dimension (number of variables) x (number of variables).
VARcpDetectOnline documentation built on April 12, 2025, 1:44 a.m.
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View source: R/main_function.R
| splitMatrix | R Documentation |
Split Coefficient Matrix into VAR Lags
Description
Splits a matrix of estimated coefficients into a list of matrices, each corresponding to one lag of the VAR model.
Usage
splitMatrix(M, p)
Arguments
M |
A numeric matrix of coefficients. |
p |
Integer. The order of the VAR model (number of lags). |
Value
A list of p matrices, each of dimension (number of variables) x (number of variables).
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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