fast_cov_cpp: Computes the (MODWT) wavelet covariance matrix using...

Description Usage Arguments Value Examples

Description

Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds

Usage

1
fast_cov_cpp(ci_hi, ci_lo)

Arguments

ci_hi

A vec that contains the upper confidence interval points.

ci_lo

A vec that contains the lower confidence interval points.

Value

A diagonal matrix.

Examples

1
2
3
4
5
6
## Not run: 
x=runif(100)
y=x+3
fast_cov_cpp(y,x)

## End(Not run)


Search within the gmwm package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.