Description Usage Arguments Value
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.
1 2 3 4 5 | cormatEqualDates(dates)
cormat1DayBand(dates)
cormatDiagonal(dates)
|
dates |
date-times (as Date, POSIXct, chron, etc.) from which the autocorrelation matrix should be produced. |
A matrix of autocorrelation coefficients for all possible pairs of
date-times in dates
.
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