Description Usage Arguments Value
Produces a function of the form described in correlations-1D.
getRhoFirstOrderFun
accepts an assumed or empirically estimated value
of ρ (rho
), the correlation coefficient in the first-order
autocorrelation model:
cor(y(t1), y(t2)) = ρ^τ
where
τ = y(t2) - y(t1)
and τ is in the same units as those used to estimate ρ
(rho
). To ensure that the units are the same, this function also
accepts a time.step
argument indicating the interval between two
successive values in the time series used to estimate ρ
(rho
). The function returned by getRhoFirstOrderFun
takes
responsibility for matching the units of date1
and date2
to
those of rho
.
1 | getRhoFirstOrderFun(rho, time.step = as.difftime(1, units = "hours"))
|
rho |
The coefficient of the first-order autocorrelation model, either
asserted by the user or estimated by |
time.step |
difftime. The time.step of the time series used to estimate
|
A function that accepts two date arguments and returns the predicted
correlation between those two dates. One of the date arguments may be a
vector as long as the other is scalar. This function takes the form,
function(date1, date2)
with arguments as defined for
rhoEqualDates
and rho1DayBand
.
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