| phifunction {lglasso} | R Documentation |
Construct the temporal component fo correlation function
Description
Construct the temporal component fo correlation function
Usage
phifunction(t, tau, type = 1)
Arguments
t |
Time points of observations |
tau |
correlation parameter |
type |
The type of correlation function, which typically take either 0,1 or 2. |
Value
A square matrix with dimension equal to the length of vector t
Author(s)
Jie Zhou
[Package lglasso version 0.1.0 Index]