ConformableMatrix {multibreakeR}

ConformableMatrix

Description

Compute the list of matrices with correct dimensions to pass later in the computation

Usage

ConformableMatrix(mat.y, q, mat.x = NULL, trend = FALSE, intercept = TRUE)

Arguments

mat.y

The matrix object of time series

q

The chosen lag

mat.x

The matrix of optional covariates

trend

Whether we add a trend. Default = FALSE

intercept

Whether the break test is on the intercept only. Default = TRUE

Value

A list of conformed matrices

Examples

data(example_data)
conf.matrix <- ConformableMatrix(mat.y = example_data, q = 2)