autocov_approx_h: Compute the approximate autocovariance at specified lag
In wwntests: Hypothesis Tests for Functional Time Series
View source: R/covariance_functions.R
autocov_approx_h R Documentation
Compute the approximate autocovariance at specified lag
Description
'autocov_approx_h' computes the approximate autocovariance for a given lag h of the functional
data
Usage
autocov_approx_h(f_data, lag)
Arguments
f_data
the functional data matrix with observed functions in the columns
lag
the lag to use to compute the single lag test statistic
Value
A 2-dimensional array encoding the autocovariance matrix for a given lag h.
wwntests documentation built on May 29, 2024, 4:23 a.m.
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View source: R/covariance_functions.R
| autocov_approx_h | R Documentation |
Compute the approximate autocovariance at specified lag
Description
'autocov_approx_h' computes the approximate autocovariance for a given lag h of the functional data
Usage
autocov_approx_h(f_data, lag)
Arguments
f_data |
the functional data matrix with observed functions in the columns |
lag |
the lag to use to compute the single lag test statistic |
Value
A 2-dimensional array encoding the autocovariance matrix for a given lag h.
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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