lagmatrix: Matrix of lagged values of a vector
In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions
View source: R/martingaleDifference.R
lagmatrix R Documentation
Matrix of lagged values of a vector
Description
Matrix of lagged values of a vector
Usage
lagmatrix(x, max.lag)
Arguments
x
vector
max.lag
number of lags to include
Value
matrix of size (length(x), max.lag+1) of 0-order to max.lag-order lags of x
ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.
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View source: R/martingaleDifference.R
| lagmatrix | R Documentation |
Matrix of lagged values of a vector
Description
Matrix of lagged values of a vector
Usage
lagmatrix(x, max.lag)
Arguments
x |
vector |
max.lag |
number of lags to include |
Value
matrix of size (length(x), max.lag+1) of 0-order to max.lag-order lags of x
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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