acfMPeriod (version 1.0.0)

CovCorMPer: Robust covariance or correlation matrix from the MPer-ACF

Description

Wrapper that computes the covariance or correlation matrix of x at lag 0 obtained from the robust MPer-ACF.

Usage

CovCorMPer(x, type = c("correlation", "covariance"))

Arguments

x

a numeric matrix

type

character string giving the type of acf to be computed. Allowed values are "correlation" (the default) or "covariance".

Value

a numeric matrix

Examples

# NOT RUN {
data.set <- cbind(fdeaths, mdeaths)
CovCorMPer(data.set)
# }