MD_regressor_matrix: MD regressor matrix
In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions
View source: R/martingaleDifference.R
MD_regressor_matrix R Documentation
MD regressor matrix
Description
Build matrix (or list of matrices) h for the spectral MD test.
Usage
MD_regressor_matrix(CVT, PIT)
Arguments
CVT
list describing monokernel or multikernel CVT structure
PIT
vector of PIT values (length n)
Value
matrix or list of matrices h (size n x (1+CVT$lags[j]))
ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.
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View source: R/martingaleDifference.R
| MD_regressor_matrix | R Documentation |
MD regressor matrix
Description
Build matrix (or list of matrices) h for the spectral MD test.
Usage
MD_regressor_matrix(CVT, PIT)
Arguments
CVT |
list describing monokernel or multikernel CVT structure |
PIT |
vector of PIT values (length n) |
Value
matrix or list of matrices h (size n x (1+CVT$lags[j]))
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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