CovCorPer: Covariance or correlation matrix from the Per-ACF

In acfMPeriod: Robust Estimation of the ACF from the M-Periodogram

Description

Wrapper that computes the covariance or correlation matrix of x at lag 0 obtained from the Per-ACF.

Usage

CovCorPer(x, type = c("correlation", "covariance"))

Arguments

x	a numeric matrix
type	character string giving the type of acf to be computed. Allowed values are "correlation" (the default) or "covariance".

Value

a numeric matrix

Examples

data.set <- cbind(fdeaths, mdeaths)
CovCorPer(data.set)

acfMPeriod documentation built on July 23, 2019, 5:04 p.m.