monospectral_h_matrix: Monospectral h matrix
In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions
View source: R/martingaleDifference.R
monospectral_h_matrix R Documentation
Monospectral h matrix
Description
Monospectral h matrix
Usage
monospectral_h_matrix(CVT, PIT)
Arguments
CVT
list describing lag structure
PIT
vector of PIT values (length n)
Value
h matrix (size n x (1+monokernel_CVT$lags))
ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/martingaleDifference.R
| monospectral_h_matrix | R Documentation |
Monospectral h matrix
Description
Monospectral h matrix
Usage
monospectral_h_matrix(CVT, PIT)
Arguments
CVT |
list describing lag structure |
PIT |
vector of PIT values (length n) |
Value
h matrix (size n x (1+monokernel_CVT$lags))
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.