LagOperator-class | R Documentation |
LagOperator
is an S4 class that provides a common interface to
implementations of an operator \Gamma(Y)
which is calculated on
all pairs of observations (Y_0,Y_k)
with lag smaller than maxLag
Currently one implementation is available:
(1) ClippedCov
.
Currently, the implementation of this class allows only for the analysis of univariate time series.
values
an array of dimension c(maxLag,length(levels.1),length(levels.2))
containing the values of the operator.
Y
is the time series the operator shall be applied to
maxLag
maximum lag between two observations
levels
a vector of numerics that determines the levels of the operator
isRankBased
A flag that is FALSE
if the determined values
are based on the original time series and TRUE
if it
is based on the ranks.
positions.boot
An object of type BootPos
,
that is used to determine the block bootstrapped
replicates of the time series.
B
Number of bootstrap replications to perform.
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