calc_eig | R Documentation |
calc_eig() returns TBA
calc_eig(df, n_eig = 10, ngame, nsamp, grid = "grid", cent = FALSE)
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 |
The leading n_eig
eigenvalues of the covariance matrix to be used in the Delta test.
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