fast_cov_cpp {simts} | R Documentation |
Computes the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Description
Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds
Usage
fast_cov_cpp(ci_hi, ci_lo)
Arguments
ci_hi |
A vec that contains the upper confidence interval points.
|
ci_lo |
A vec that contains the lower confidence interval points.
|
Value
A diagonal matrix.
[Package
simts version 0.2.2
Index]