MData-class {samurais}R Documentation

A Reference Class which represents multivariate data.

Description

MData is a reference class which represents multivariate objects. The data can be ordered by time (multivariate time series). In the last case, the field X represents the time.

Fields

X

Numeric vector of length m.

Y

Matrix of size (m, d) representing a d dimension function of X observed at points 1,\dots,m.


[Package samurais version 0.1.0 Index]