create_lagmatrix: create_lagmatrix
In pierrejacob/winference: Approximate Bayesian Computation with the Wasserstein distance
View source: R/create_lagmatrix.R
Description
This function creates the delay reconstruction, i.e. a matrix
where the first row contains y_1, ..., y_T (the given univariate time series)
the second row contains NA, y_2, ..., y_T .... etc
the k-th row contains NA, NA, ..., y_k+1, ..., y_T
Usage
1
create_lagmatrix(timeseries, k)
Value
a matrix with k rows and n-k columns, where n is the length of the provided time series
pierrejacob/winference documentation built on Feb. 17, 2020, 10:28 p.m.
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View source: R/create_lagmatrix.R
Description
This function creates the delay reconstruction, i.e. a matrix where the first row contains y_1, ..., y_T (the given univariate time series) the second row contains NA, y_2, ..., y_T .... etc the k-th row contains NA, NA, ..., y_k+1, ..., y_T
Usage
1 | create_lagmatrix(timeseries, k)
|
Value
a matrix with k rows and n-k columns, where n is the length of the provided time series
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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