covariance_i_j {wwntests}

Compute the approximate covariance tensor for lag windows defined by i,j

Description

'covariance_i_j' computes the approximate covariance tensor of the functional data for lag windows defined by i,j.

Usage

covariance_i_j(f_data, i, j)

Arguments

f_data

the functional data matrix with observed functions in the columns

i, j

the indices i,j in 1:T that we are computing the covariance for

Value

A 4-dimensional array, encoding the covariance tensor of the functional data for lag windows defined by i,j.