cov_squared_jackknife {HeterFunctionalData}R Documentation

Jackknife estimate of the squared covariance between two time points

Description

This function provides the Jackknife estimate of the squared covariance using i.i.d. obervations from one variable given in vector x and i.i.d. observations from a second variable given in vector y.

Usage

cov_squared_jackknife(x, y)

Arguments

x

a vector of i.i.d. observations

y

a second vector of i.i.d. observations

Value

Jackknife estimate of the squared covariance


[Package HeterFunctionalData version 0.1.0 Index]