cusumVech: Column stacking of covariance matrix
In grundy95/changepoint.cov: Implementation of Covariance Changepoint Methods
Description
Usage
Arguments
Value
See Also
Description
Calculates the covariance matrix for each time point and stacks the columns using vech. Used in CUSUM method.
Usage
1
cusumVech(X)
Arguments
X
List of data where each slot is a time point
Value
An n by p(p+1)/2 matrix
See Also
grundy95/changepoint.cov documentation built on April 5, 2021, 6:21 p.m.
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Description Usage Arguments Value See Also
Description
Calculates the covariance matrix for each time point and stacks the columns using vech. Used in CUSUM method.
Usage
1 | cusumVech(X)
|
Arguments
X |
List of data where each slot is a time point |
Value
An n by p(p+1)/2 matrix
See Also
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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