fast_cov_cpp: Computes the (MODWT) wavelet covariance matrix using...

View source: R/RcppExports.R

fast_cov_cppR Documentation

Computes the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds

Description

Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds

Usage

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.


SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.