ShiftMatrix: Construct shift matrix
In stanek-fi/ACV: Optimal Out-of-Sample Forecast Evaluation and Testing under Stationarity
shiftMatrix R Documentation
Construct shift matrix
Description
Internal function for creation of sparse shift matrix.
Usage
shiftMatrix(n, q)
Arguments
n
Integer specifying dimensions of the shift matrix.
q
Integer specifying the order of the shift matrix. Value q = 1 (resp. q = -1) indicates the upper (resp. lower) shift matrix. Larger (resp. smaller) values represent higher powers of the respective shift matrices.
Value
Returns a sparse matrix (class "ngCMatrix").
stanek-fi/ACV documentation built on April 12, 2022, 7:07 a.m.
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| shiftMatrix | R Documentation |
Construct shift matrix
Description
Internal function for creation of sparse shift matrix.
Usage
shiftMatrix(n, q)
Arguments
n |
Integer specifying dimensions of the shift matrix. |
q |
Integer specifying the order of the shift matrix. Value |
Value
Returns a sparse matrix (class "ngCMatrix").
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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