calc_eig: Calculator for eigenvalues

View source: R/calc_eig.R

calc_eigR Documentation

Calculator for eigenvalues

Description

calc_eig() returns TBA

Usage

calc_eig(df, n_eig = 10, ngame, nsamp, grid = "grid", cent = FALSE)

Arguments

df

A data frame that contains at least two columns, difference and the grid.

n_eig

Number of leading eigenvalues to use

ngame

Number of different instance

nsamp

Number of sample points in the time domain

grid

Name of the grid in the data frame

cent

Whether to center the difference in probabilistic forecasts or not

Value

The leading n_eig eigenvalues of the covariance matrix to be used in the Delta test.


chikuang/evalRTPF documentation built on May 18, 2024, 8:19 a.m.