create_covMat_crosssectional_dependence: Function used in generating simulated data with non normal...
In eh-in-r/RobClustTimeSeries: Clustering Time Series While Resisting Outliers
View source: R/03_IFE_algorithm_functions.R
create_covMat_crosssectional_dependence R Documentation
Function used in generating simulated data with non normal errors.
Description
Used to include cross-sectional dependence or serial dependence into the simulated panel data.
Usage
create_covMat_crosssectional_dependence(parameter, NN)
Arguments
parameter
amount of cross-sectional dependence
NN
number of time series
Value
NxN covariance matrix
eh-in-r/RobClustTimeSeries documentation built on May 22, 2023, 5:07 a.m.
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View source: R/03_IFE_algorithm_functions.R
| create_covMat_crosssectional_dependence | R Documentation |
Function used in generating simulated data with non normal errors.
Description
Used to include cross-sectional dependence or serial dependence into the simulated panel data.
Usage
create_covMat_crosssectional_dependence(parameter, NN)
Arguments
parameter |
amount of cross-sectional dependence |
NN |
number of time series |
Value
NxN covariance 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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