Uses of Class
dev.nm.analysis.function.matrix.R2toMatrix
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Packages that use R2toMatrix Package Description dev.nm.stat.timeseries.linear.multivariate dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma -
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Uses of R2toMatrix in dev.nm.stat.timeseries.linear.multivariate
Subclasses of R2toMatrix in dev.nm.stat.timeseries.linear.multivariate Modifier and Type Class Description class
MultivariateAutoCorrelationFunction
This is the auto-correlation function of a multi-dimensional time series {Xt}.class
MultivariateAutoCovarianceFunction
This is the auto-covariance function of a multi-dimensional time series {Xt}, \[ K(i, j) = E((X_i - \mu_i) \times (X_j - \mu_j)') \] For a stationary process, the auto-covariance depends only on the lag, |i - j|. -
Uses of R2toMatrix in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma
Subclasses of R2toMatrix in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma Modifier and Type Class Description class
VARMAAutoCorrelation
Compute the Auto-Correlation Function (ACF) for a vector AutoRegressive Moving Average (ARMA) model, assuming that EXt = 0.class
VARMAAutoCovariance
Compute the Auto-CoVariance Function (ACVF) for a vector AutoRegressive Moving Average (ARMA) model, assuming that EXt = 0.
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