covmat
extracts the model-implied (time-varying) covariance matrix
from an fsvsim
object.
1 2 |
x |
Object of class |
these |
Vector indicating which points in time should be extracted, defaults to all. |
... |
Ignored. |
Array of dimension m
times m
times
length(these)
, containing the model-implied covariance matrix.
Currently crudely implemented as an R loop over all time points, may be slow.
covmat covmat.fsvsample
Other simulation: corelement
,
covelement
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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