fast_cov_cpp: Computes the (MODWT) wavelet covariance matrix using...
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
Examples
Description
Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Usage
1
fast_cov_cpp(ci_hi, ci_lo)
Arguments
ci_hi
A vec that contains the upper confidence interval points.
ci_lo
A vec that contains the lower confidence interval points.
Value
A diagonal matrix.
Examples
1
2
3
4
5
6
## Not run:
x=runif(100)
y=x+3
fast_cov_cpp(y,x)
## End(Not run)
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Value Examples
Description
Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Usage
1 | fast_cov_cpp(ci_hi, ci_lo)
|
Arguments
ci_hi |
A |
ci_lo |
A |
Value
A diagonal matrix.
Examples
1 2 3 4 5 6 | ## Not run:
x=runif(100)
y=x+3
fast_cov_cpp(y,x)
## End(Not run)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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