inv_tri: Inverted triagonal matrix

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Description

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.

Usage

inv_tri(Matrix)

Arguments

Matrix

Matrix is a matrix from witch the elements below the counterdiagonals have to be identified.

Details

Details on the usage in the calculation be found in Kustosz (2016).

Value

The output is a matrix with boolean values of size of Matrix, which determine, if the elements are below the counterdiagonal or not.

Note

The function is neccecary for internal usage in the calculation of dS.

Author(s)

Kustosz, Christoph

References

Kustosz, C. (2016). Depth based estimators and tests for autoregressive processes with application. Ph. D. thesis. TU Dortmund.

See Also

dS_lin2

Examples

M <- matrix(seq(1, 9, 1),ncol = 3,byrow = TRUE)
inv_tri(M)
M[inv_tri(M)==FALSE]
M[inv_tri(M)==TRUE]<-0
M

ChrisKust/rexpar documentation built on May 6, 2019, 11:48 a.m.