covariance_i_j: Compute the approximate covariance tensor for lag windows...

In wwntests: Hypothesis Tests for Functional Time Series

Compute the approximate covariance tensor for lag windows defined by i,j

Description

'covariance_i_j' Computes the approximate covariance tensor of the functional data for lag windows defined by i,j.

Usage

covariance_i_j(f_data, i, j)

Arguments

f_data	the functional data matrix with observed functions in the columns
i, j	the indices i,j in 1:T that we are computing the covariance for

Value

A 4-dimensional array, encoding the covariance tensor of the functional data for lag windows defined by i,j.

wwntests documentation built on Nov. 1, 2022, 5:05 p.m.