get_est_H: Computes the correlation matrix of the combined test...
In tk382/covarianceBP: Analysis of Continuously Varying Correlation
Description
Usage
Arguments
Value
View source: R/utilities_wv.R
View source: R/utilities.R
Description
Computes the correlation matrix of the combined test statistics r
Takes input of the estimated or true covariance matrix
Computes the correlation matrix of the combined test statistics r
Takes input of the estimated or true covariance matrix
Usage
1
2
3
Arguments
Sigma
estimate or true covariance matrix of $K$ variables
Value
estimated H from the covariance matrix Sigma
estimated H from the covariance matrix Sigma
tk382/covarianceBP documentation built on July 14, 2020, 4:01 p.m.
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Description Usage Arguments Value
View source: R/utilities_wv.R View source: R/utilities.R
Description
Computes the correlation matrix of the combined test statistics r Takes input of the estimated or true covariance matrix
Computes the correlation matrix of the combined test statistics r Takes input of the estimated or true covariance matrix
Usage
1 2 3 |
Arguments
Sigma |
estimate or true covariance matrix of $K$ variables |
Value
estimated H from the covariance matrix Sigma
estimated H from the covariance matrix Sigma
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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