GetCrCorYZ {fdapace}

Create cross-correlation matrix from auto- and cross-covariance matrix

Description

Create cross-correlation matrix from auto- and cross-covariance matrix

Usage

GetCrCorYZ(ccYZ, acYY, covZ)

Arguments

ccYZ

The cross-covariance vector between variables Y and Z (n-by-1).

acYY

The auto-covariance n-by-n matrix of variable Y or the (n-by-1) diagonal of that matrix.

covZ

The (scalar) covariance of variable Z.

Value

A cross-correlation matrix between variables Y (functional) and Z (scalar).