correlation: Model Covariance and Correlation

tscov.tsvets.estimateR Documentation

Model Covariance and Correlation

Description

Extracts the estimated covariance or correlation matrices.

Usage

## S3 method for class 'tsvets.estimate'
tscov(object, ...)

## S3 method for class 'tsvets.estimate'
tscor(object, ...)

Arguments

object

an object of class “tsvets.estimate”.

...

not currently used.

Value

A Matrix object.


tsmodels/tsvets documentation built on June 13, 2022, 2:14 p.m.