Description Usage Arguments Details Value
These 1D correlation functions are made available to help users explore and
understand the assumptions that may be made about the correlation structure
of residuals or predictions. It is possible to use these functions directly
for aggregation by calling aggregateSolute
with the
cormat.function
argument set to either
getCormatCustom(rhoEqualDates)
or
getCormatCustom(rho1DayBand)
. However, the equivalent but more
efficient options are to set cormat.function
to
cormatEqualDates
or cormat1DayBand
, respectively,
because those cormatXXX
functions produce the full correlation matrix
without costly intermediate steps.
1 2 3 | rhoEqualDates(date1, date2)
rho1DayBand(date1, date2)
|
date1 |
The date of the first prediction |
date2 |
The date[s] of the second prediction[s]. |
rhoEqualDates
embodies the standard LOADEST/rloadest assumption about
correlation of residuals for the purpose of aggregation. Specifically, if two
point predictions are on the same calendar date, then rho (the correlation of
their errors) is set to 1, and otherwise rho = 0.
rho1DayBand
returns 1 for pairs of date-times that are within 1 day
(86400 seconds) of each other, or 0 for pairs that are not. This is a comparable
but smoother assumption than rhoEqualDates
.
A correlation coefficient or a vector of coefficients corresponding
to the pair or pairs in the rows of cbind(date1, date2)
.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.