theoreticalH: Theoretical H function from CVT input for bispectral and...
In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions
View source: R/martingaleDifference.R
theoreticalH R Documentation
Theoretical H function from CVT input for bispectral and multispectral MD tests.
Description
Theoretical H function from CVT input for bispectral and multispectral MD tests.
Usage
theoreticalH(CVT)
Arguments
CVT
list describing lag structure
Value
theoretical H matrix
ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.
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View source: R/martingaleDifference.R
| theoreticalH | R Documentation |
Theoretical H function from CVT input for bispectral and multispectral MD tests.
Description
Theoretical H function from CVT input for bispectral and multispectral MD tests.
Usage
theoreticalH(CVT)
Arguments
CVT |
list describing lag structure |
Value
theoretical H matrix
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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