diagonal_covariance_i: Compute the approximate diagonal covariance matrix for lag...

View source: R/covariance_functions.R

diagonal_covariance_iR Documentation

Compute the approximate diagonal covariance matrix for lag windows defined by i

Description

'diagonal_covariance_i' Computes the approximate diagonal covariance matrix of the functional data for lag windows defined by i.

Usage

diagonal_covariance_i(f_data, i)

Arguments

f_data

the functional data matrix with observed functions in the columns

i

the index in 1:T that we are computing the covariance for

Value

A 2-dimensional array, encoding the covariance matrix of the functional data for lag windows defined by i.


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