autocovariance_matrix: Autocovariance matrix from vector.
In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes
Description
Usage
Arguments
Value
Examples
Description
Autocovariance matrix from vector.
Usage
1
autocovariance_matrix(score, k)
Arguments
score
Vector series.
k
Maximum horizon.
Value
Autocovariance matrix
Examples
1
2
3
4
d <- 5
n <- 1000
vals <- matrix(rnorm(n * d), ncol = d)
autocovariance_matrix(vals, 5)
valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.
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Description Usage Arguments Value Examples
Description
Autocovariance matrix from vector.
Usage
1 | autocovariance_matrix(score, k)
|
Arguments
score |
Vector series. |
k |
Maximum horizon. |
Value
Autocovariance matrix
Examples
1 2 3 4 | d <- 5
n <- 1000
vals <- matrix(rnorm(n * d), ncol = d)
autocovariance_matrix(vals, 5)
|
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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