GetCrCorYX: Create cross-correlation matrix from auto- and...

In functionaldata/tPACE: Functional Data Analysis and Empirical Dynamics

Create cross-correlation matrix from auto- and cross-covariance matrix

Description

Create cross-correlation matrix from auto- and cross-covariance matrix

Usage

GetCrCorYX(ccXY, ccXX, ccYY)

Arguments

ccXY	The cross-covariance matrix between variables X and Y.
ccXX	The auto-covariance matrix of variable X or the diagonal of that matrix.
ccYY	The auto-covariance matrix of variable Y or the diagonal of that matrix.

Value

A cross-correlation matrix between variables X and Y.

functionaldata/tPACE documentation built on July 4, 2024, 5:09 a.m.