CovarianceStatistics: CovarianceStatistics

Description Usage Arguments Value

Description

Returns the covariance matrix of the time series contained in tss.

Usage

1
CovarianceStatistics(tss, unbiased)

Arguments

tss

Expects an input array whose dimension zero is the length of the time series (all the same) and dimension one indicates the number of time series.

unbiased

Determines whether it divides by n -1 (if false) or n (if true).

Value

The covariance matrix of the time series.


shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.