diagonal_covariance_i {wwntests}

Compute the approximate diagonal covariance matrix for lag windows defined by i

Description

'diagonal_covariance_i' computes the approximate diagonal covariance matrix of the functional data for lag windows defined by i.

Usage

diagonal_covariance_i(f_data, i)

Arguments

f_data

the functional data matrix with observed functions in the columns

i

the index in 1:T that we are computing the covariance for

Value

A 2-dimensional array, encoding the covariance matrix of the functional data for lag windows defined by i.