scalar_covariance_i_j_vec {wwntests}

Compute the approximate covariance at a point for lag windows defined by i,j

Description

'scalar_covariance_i_j_vec' computes the approximate covariance at a point of the functional data for lag windows defined by i,j; a vectorized version of scalar_covariance_i_j.

Usage

scalar_covariance_i_j_vec(f_data, i, j, times)

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

times

A vector with 4 columns containing indices specifying which subset of f_data to consider

Value

A numeric value; the covariance of the functional data at a point for lag windows defined by i,j.