diagonal_covariance_i: Compute the approximate diagonal covariance matrix for lag...
In wwntests: Hypothesis Tests for Functional Time Series
View source: R/covariance_functions.R
diagonal_covariance_i R 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 May 29, 2024, 4:23 a.m.
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View source: R/covariance_functions.R
| diagonal_covariance_i | R 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.
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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