covariance_diag_store

`covariance_diag_store` Creates a list storage of approximate diagonal covariances computed
by the function diagonal_covariance_i

Provides a collection of white noise hypothesis tests for functional time series and related visualizations.
These include tests based on the norms of autocovariance operators that are built under both strong and weak
white noise assumptions. Additionally, tests based on the spectral density operator and on principal component
dimensional reduction are included, which are built under strong white noise assumptions.
Also, this package provides goodness-of-fit tests for functional autoregressive of order 1 models.
These methods are described in Kokoszka et al. (2017) <doi:10.1016/j.jmva.2017.08.004>, Characiejus and Rice (2019)
<doi:10.1016/j.ecosta.2019.01.003>, Gabrys and Kokoszka (2007) <doi:10.1198/016214507000001111>,
and Kim et al. (2023) <doi: 10.1214/23-SS143>
respectively.

Mihyun Kim

wwntests

Hypothesis Tests for Functional Time Series

Daniel Petoukhov

covariance_diag_store function

<dl><dt>f_data</dt>
<dd>the functional data matrix with observed functions in the columns</dd>
<dt>K</dt>
<dd>the range of lags 1:K to use</dd></dl>

Arguments

List storage of diagonal covariances. — covariance_diag_store

<dl>

<dt>f_data</dt>
<dd>the functional data matrix with observed functions in the columns</dd>


<dt>K</dt>
<dd>the range of lags 1:K to use</dd>

</dl>

covariance_diag_store: List storage of diagonal covariances.

Description

Usage

Value

Arguments