correlations-1D: Get the assumed correlation between residuals or predictions...

Description Usage Arguments Details Value

Description

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.

Usage

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rhoEqualDates(date1, date2)

rho1DayBand(date1, date2)

Arguments

date1

The date of the first prediction

date2

The date[s] of the second prediction[s].

Details

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.

Value

A correlation coefficient or a vector of coefficients corresponding to the pair or pairs in the rows of cbind(date1, date2).


McDowellLab/loadflex documentation built on May 8, 2019, 9:48 a.m.