scalar_covariance_i_j: Compute the approximate covariance at a point for lag windows...

In wwntests: Hypothesis Tests for Functional Time Series

Compute the approximate covariance at a point for lag windows defined by i,j

Description

'scalar_covariance_i_j' computes the approximate covariance at a point of the functional data for lag windows defined by i,j; a scalarized version of covariance_i_j that takes point estimates.

Usage

scalar_covariance_i_j(f_data, i, j, times)

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
times	A vector with 4 columns containing indices specifying which subset of f_data to consider

Value

A numeric value; the covariance of the functional data at a point for lag windows defined by i,j.

wwntests documentation built on May 29, 2024, 4:23 a.m.