tscov: Covariance matrix.

View source: R/methods.R

tscovR Documentation

Covariance matrix.

Description

Generic method for extracting the covariance matrix from a multivariate model or the autocovariance matrix of a univariate model.

Usage

tscov(object, ...)

Arguments

object

an object.

...

additional parameters passed to the method.

Value

A covariance matrix or array of matrices (time varying) or other custom object related to this.


tsmethods documentation built on Sept. 30, 2024, 9:40 a.m.