sample_moment_lag: Calculate Sample Covariance in Time Series

Description Usage Arguments Value

View source: R/model_helper.R

Description

This function calculates \frac{1}{n} ∑_{i=1}^{n-k}(x_i - \bar{x})^r(x_{i+k} - \bar{x})^s, a numeric estimator for E[(X_t - E[X_t])^r(X_{t+k} - E[X_{t+k}])^s]

Usage

1
sample_moment_lag(dataset, k, r, s)

Arguments

dataset

An observed dataset.

k

lag.

r

power.

Value

A numeric value calculated.


carlonlv/DataCenterSim documentation built on Jan. 9, 2022, 3:26 p.m.