Description Usage Arguments Details Value Note Author(s) References See Also Examples
Computes trajectory matrix as a Hankel matrix.
1 | hankel(x, L)
|
x |
time series |
L |
window length |
Calls C code to compute the Hankel matrix
value |
a matrix in Hankel form |
~~further notes~~
Patrick Crutcher
~put references to the literature/web site here ~
~~objects to See Also as help
, ~~~
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function(x,L){
cc<-rep(0,L*L); T<-length(x)
cl<-.C("hankelC",
as.double(x),
as.double(cc),
as.integer(L),
as.integer(T))
return(matrix(cl[[2]],L,L))
}
|
function (x, L)
{
cc <- rep(0, L * L)
T <- length(x)
cl <- .C("hankelC", as.double(x), as.double(cc), as.integer(L),
as.integer(T))
return(matrix(cl[[2]], L, L))
}
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