truncateAndComputeCovariance_lag: Sample Covariance Function Without Centering, after...
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
truncateAndComputeCovariance_lag R Documentation
Sample Covariance Function Without Centering, after truncating data.
Description
This function truncated the data and computes the sample covariance matrix with an optional lag.
Usage
truncateAndComputeCovariance_lag(data, tau, lag = 0)
Arguments
data
A numeric matrix.
tau
A numeric vector.
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.
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View source: R/truncate.R View source: R/RcppExports.R
| truncateAndComputeCovariance_lag | R Documentation |
Sample Covariance Function Without Centering, after truncating data.
Description
This function truncated the data and computes the sample covariance matrix with an optional lag.
Usage
truncateAndComputeCovariance_lag(data, tau, lag = 0)
Arguments
data |
A numeric matrix. |
tau |
A numeric vector. |
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.
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