Description Usage Arguments Details Value Note Author(s) References See Also Examples
This function is necessary to calculate simplicial depth for explosive autoregressive processes in a more efficient way, than in simple loops. It generates a matrix, which is zero below the counterdiagonal.
1 | inv_tri(Matrix)
|
Matrix |
Matrix is a matrix from witch the elements below the counterdiagonals have to be identified. |
Details on the usage in the calculation be found in Kustosz (2016).
The output is a matrix with boolean values of size of Matrix, which determine, if the elements are below the counterdiagonal or not.
The function is neccecary for internal usage in the calculation of dS.
Kustosz, Christoph
Kustosz, C. (2016). Depth based estimators and tests for
autoregressive processes with application. Ph. D. thesis. TU Dortmund.
1 2 3 4 5 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.