getCormatTaoBand: Same idea as getCormatCustom(rho1DayBand, dates) but runs...

Description Usage Arguments Details Value

Description

getcormatTaoBand

Usage

1
getCormatTaoBand(max.tao = as.difftime(1, units = "days"))

Arguments

max.tao

length of the covariance band, defaults to 1 day

Details

calculate the covariance 1 if dates are within the tao band, 0 if they are not Same idea as cormatrix(rho1DayBand, dates) but runs in linear instead of quadratic time - a big and much-needed improvement.

Value

matrix of the covariances


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