rho_linear_linear: Linear/Linear correlation (positive/negative)

View source: R/kernelCollection.R

rho_linear_linearR Documentation

Linear/Linear correlation (positive/negative)

Description

Returns the correlation for the Linear/Linear pair on common support.

Usage

rho_linear_linear(support = c(0, 1), param = NULL)

Arguments

support

lower and upper bound of kernel window

param

list of optional parameters to kernels


ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.