run_stats_multivariate: get covariances within moving windows along a multivariate...

Description Usage Arguments Value

View source: R/utils.R

Description

get covariances within moving windows along a multivariate timeseries

Usage

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run_stats_multivariate(timeseries, winsize = 50, type = c("cov", "cor",
  "relative"))

Arguments

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')

Value

a list of covariances measurements


keepsimpler/StabEco documentation built on May 20, 2019, 8:45 a.m.