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