getCormatCustom: Turn an autocorrelation function into a function that...
In McDowellLab/loadflex: Models and Tools for Watershed Flux Estimates

Description Usage Arguments Details Value

Produces a function of the form described in correlations-2D from a function of the form described in correlations-1D.

1	getCormatCustom(cor1D.function, vectorized = FALSE)

`cor1D.function`	An autocorrelation function - specifically, a function that accepts two date arguments and returns the correlation coefficient[s] for those dates. If each date argument is a single date, the output should be a single coefficient. If the second date argument is a vector of dates, the output should be a vector of the same length as that dates vector.
`vectorized`	logical. Can rho.function accept its second argument as a vector rather than a scalar? If so, the matrix-generating function may be faster.

For use with custom autocorrelation functions. Although it is usually faster to create your own matrix-generating function, this function will accept a simpler autocorrelation function (one of the form described in correlations-1D) and return a function that accepts a vector of dates generates a matrix of correlations for all possible pairs of those dates (a function of the form described in correlations-2D. The matrix returned by that second function will be sparse if it is at least half zeros.

A function that accepts a new vector of N dates and produces an N-by-N correlation matrix.

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