tscov: Covariance matrix.
In tsmodels/tsmethods: Time Series Methods
tscov R Documentation
Covariance matrix.
Description
Generic method for extracting the covariance matrix from a multivariate model or the
autocovariance matrix of a univariate model.
Usage
tscov(object, ...)
Arguments
object
an object.
...
additional parameters passed to the method.
Value
A covariance matrix or array of matrices (time varying) or other custom object related to this.
tsmodels/tsmethods documentation built on Nov. 17, 2024, 12:34 a.m.
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| tscov | R Documentation |
Covariance matrix.
Description
Generic method for extracting the covariance matrix from a multivariate model or the autocovariance matrix of a univariate model.
Usage
tscov(object, ...)
Arguments
object |
an object. |
... |
additional parameters passed to the method. |
Value
A covariance matrix or array of matrices (time varying) or other custom object related to this.
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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