flag {gausscov}R Documentation

Calculation of lagged covariates

Description

Calculation of lagged covariates

Usage

flag(x,n,i,lag,inr)

Arguments

x

The covariates

n

The sample size

i

The dependent variable

lag

The maximum lag

inr

If true then intersect included

Value

y The ith covariate of x without a lag, the dependent variable.

xl The covariates with lags from 1 :lag starting with the first covariate.

Examples

data(abcq)
abcql<-flag(abcq,240,1,16,TRUE)
a<-f1st(abcql[[1]],abcql[[2]])

[Package gausscov version 1.1.2 Index]