tests/testthat/cov.structure.R
In kidzik/freqdom: Frequency Domain Based Analysis: Dynamic PCA
library("freqdom")
n = 10000
X = matrix(rnorm(2*n),n,2)
Y = X[2:n,]
X = X[1:(n-1),]
covs = cov.structure(X,Y,lags = 1)
if (norm(covs$operators[,,1] - diag(2)) > 0.1)
stop("Lag 1 should be diag!")
t(covs)
kidzik/freqdom documentation built on April 20, 2022, 9:47 p.m.
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library("freqdom")
n = 10000
X = matrix(rnorm(2*n),n,2)
Y = X[2:n,]
X = X[1:(n-1),]
covs = cov.structure(X,Y,lags = 1)
if (norm(covs$operators[,,1] - diag(2)) > 0.1)
stop("Lag 1 should be diag!")
t(covs)
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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