R/fsIndependent.R

Defines functions fsIndependent

fsIndependent <- function(mts, max.lag) {
  k<-ncol(mts)
  res<-data.frame()
  for (l in 1:max.lag){
    res<-rbind(res,diag(k))
  }
  r<-as.matrix(res)
  r <- fsNames(r, mts, max.lag)
  return (r)
}

Try the fsMTS package in your browser

Any scripts or data that you put into this service are public.

fsMTS documentation built on March 25, 2020, 5:12 p.m.