func_input_on: Haar wavelet-based diagonal transform
In markov10000/factorcpt: Simultaneous Change-Point and Factor Analysis
Description
Usage
Arguments
Value
Author(s)
Description
Takes the Haar wavelet coefficients of multiple time series as an input and
applies the diagonal transforms proposed in Barigozzi, Cho & Fryzlewicz (2016), g_j,
which turns n-dimensional time series to n-dimensional panel data.
Usage
1
Arguments
coef
Haar wavelet coefficients returned by func_coef
Value
n-dimensional panel of wavelet-transforms of input time series
Author(s)
Haeran Cho
markov10000/factorcpt documentation built on Feb. 4, 2022, 8:55 a.m.
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Description Usage Arguments Value Author(s)
Description
Takes the Haar wavelet coefficients of multiple time series as an input and
applies the diagonal transforms proposed in Barigozzi, Cho & Fryzlewicz (2016), g_j,
which turns n-dimensional time series to n-dimensional panel data.
Usage
1 |
Arguments
coef |
Haar wavelet coefficients returned by |
Value
n-dimensional panel of wavelet-transforms of input time series
Author(s)
Haeran Cho
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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