correlations-2D: Functions that each produce an autocorrelation matrix with a...

Description Usage Arguments Value

Description

Accepts a vector of date-times or dates and returns a correlation matrix describing the assumed correlations between all possible pairs of those dates.

cormatEqualDates formalizes the assumption used by LOADEST and rloadest: if two date-times are on the same calendar date, the correlation (rho) is 1. Otherwise, rho=0.

cormat1DayBand produces a matrix containing 1s within a 1-day band (within 24 hours preceding or 24 hours following an observation) and 0s elsewhere. This is a special case of the functions that can be generated by getCormatTaoBand().

cormatDiagonal produces a matrix containing 1s ONLY along the diagonal - i.e., no covariance among predictions. This function is rarely suitable for aggregation with uncertainty estimation, but it's faster than the alternatives.

Usage

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Arguments

dates

date-times (as Date, POSIXct, chron, etc.) from which the autocorrelation matrix should be produced.

Value

A matrix of autocorrelation coefficients for all possible pairs of date-times in dates.


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