1 |
x |
|
y |
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varfun |
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ccov |
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... |
1 2 3 4 5 6 7 8 9 10 11 12 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (x, y, varfun = tauvar, ccov = FALSE, ...)
{
val <- 0.25 * (varfun(x + y, ...) - varfun(x - y, ...))
if (!ccov)
val <- val/(sqrt(varfun(x, ...)) * sqrt(varfun(y, ...)))
val
}
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