resid_covariance: Residuals Covariance Matrix
In Marga8/HDGCvar: Granger Causality Testing in High Dimensional Vector Autoregressive Models
View source: R/resid_covariance.R
resid_covariance R Documentation
Residuals Covariance Matrix
Description
Given an array of matrices, it calculates the residual covariance matrix between column i=1,...,K
of the first matrix of the array against column(s) $i=1,...,K of 2,..,k>=2$ matrices of the same array.
Usage
resid_covariance(data_array, k)
Arguments
data_array
the array containing the different matrices
k
the last column considered for calculating residuals
Value
the residual covariance matrix
Marga8/HDGCvar documentation built on May 25, 2024, 11:12 a.m.
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View source: R/resid_covariance.R
| resid_covariance | R Documentation |
Residuals Covariance Matrix
Description
Given an array of matrices, it calculates the residual covariance matrix between column i=1,...,K of the first matrix of the array against column(s) $i=1,...,K of 2,..,k>=2$ matrices of the same array.
Usage
resid_covariance(data_array, k)
Arguments
data_array |
the array containing the different matrices |
k |
the last column considered for calculating residuals |
Value
the residual 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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