corrmvc

<p>Computes the correlation given a covariance matrix of a bivariate variable.</p>

It performs the smoothing approach provided by penalized least squares for univariate and bivariate time series, as proposed by Guerrero (2007) and Gerrero et al. (2017).
This allows to estimate the time series trend by controlling the amount of resulting (joint) smoothness.
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Guerrero, V.M (2007)  <DOI:10.1016/j.spl.2007.03.006>.
Guerrero, V.M; Islas-Camargo, A. and Ramirez-Ramirez, L.L. (2017) <DOI:10.1080/03610926.2015.1133826>.

L. Leticia Ramirez-Ramirez

TSsmoothing

Trend Estimation of Univariate and Bivariate Time Series with
Controlled Smoothness

corrmvc: Correlation from a 2d covariance matrix.

Description

Usage

Arguments

Value