Description Usage Arguments Value
get covariances within moving windows along a multivariate timeseries
1 2 | run_stats_multivariate(timeseries, winsize = 50, type = c("cov", "cor",
"relative"))
|
timeseries |
a numeric matrix of multivariate timeseries |
winsize |
window size expressed as percentage of the timeseries length (must be numeric between 0 and 100). Default is 50. |
type |
c('cov', 'cor', 'relative') |
a list of covariances measurements
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