CovCorMPer {acfMPeriod} | R Documentation |
Wrapper that computes the covariance or correlation matrix of x
at lag 0 obtained from the robust MPer-ACF.
CovCorMPer(x, type = c("correlation", "covariance"))
x |
a numeric matrix |
type |
character string giving the type of acf to be computed. Allowed values are "correlation" (the default) or "covariance". |
a numeric matrix
data.set <- cbind(fdeaths, mdeaths)
CovCorMPer(data.set)