getRhoFirstOrderFun | R Documentation |
Produces a function of the form described in correlations-1D.
getRhoFirstOrderFun
accepts an assumed or empirically estimated value
of \rho
(rho
), the correlation coefficient in the first-order
autocorrelation model:
cor(y(t1), y(t2)) = \rho^\tau
where
\tau = y(t2) - y(t1)
and \tau
is in the same units as those used to estimate \rho
(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 \rho
(rho
). The function returned by getRhoFirstOrderFun
takes
responsibility for matching the units of date1
and date2
to
those of rho
.
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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