autocovm = function(Y, k){
n = dim(Y)[1]
p = dim(Y)[2]
Y = t(Y)
sm = rep(0, p)
a1 = t(t(Y[, 1:(n-k)]))
a2 = t(t(Y[, (1+k):n]))
a1x = sweep(a1, MARGIN = 1, (apply(X = a1, MARGIN = 1, FUN = mean)), FUN = "-")
a2x = sweep(a2, MARGIN = 1, (apply(X = a2, MARGIN = 1, FUN = mean)), FUN = "-")
for (t in c(1:(n-k))){
sm = sm + a1x[, t] %*% t(a2x[, t])
}
sm = sm/(n-k-1)
return(sm)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.