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 |
ci_lo |
A |
Value
A diagonal matrix.
[Package simts version 0.2.2 Index]