acf_no_center: Sample Covariance Function Without Centering
In Dom-Owens-UoB/fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
View source: R/truncate.R
View source: R/RcppExports.R
acf_no_center R Documentation
Sample Covariance Function Without Centering
Description
This function computes the sample covariance matrix with an optional lag.
Usage
acf_no_center(data, lag = 0)
Arguments
data
A numeric matrix.
lag
An integer specifying the lag.
Value
A numeric matrix representing the covariance matrix.
Dom-Owens-UoB/fnets documentation built on Nov. 22, 2024, 7:09 a.m.
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.
View source: R/truncate.R View source: R/RcppExports.R
| acf_no_center | R Documentation |
Sample Covariance Function Without Centering
Description
This function computes the sample covariance matrix with an optional lag.
Usage
acf_no_center(data, lag = 0)
Arguments
data |
A numeric matrix. |
lag |
An integer specifying the lag. |
Value
A numeric matrix representing the covariance matrix.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.