fast_cov_cpp: Computes the (MODWT) wavelet covariance matrix using...
In simts: Time Series Analysis Tools
fast_cov_cpp R Documentation
Computes the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Description
Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Usage
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.
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| fast_cov_cpp | R Documentation |
Computes the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Description
Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Usage
fast_cov_cpp(ci_hi, ci_lo)
Arguments
ci_hi |
A |
ci_lo |
A |
Value
A diagonal matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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