Uses of Class
dev.nm.stat.timeseries.linear.multivariate.MultivariateAutoCovarianceFunction

Packages that use MultivariateAutoCovarianceFunction

Package	Description
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Uses of MultivariateAutoCovarianceFunction in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess

Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess with parameters of type MultivariateAutoCovarianceFunction

Constructor and Description
MultivariateForecastOneStep(MultivariateIntTimeTimeSeries Xt, MultivariateAutoCovarianceFunction K) Construct an instance of InnovationAlgorithm for a multivariate time series with known auto-covariance structure.
MultivariateInnovationAlgorithm(int T, MultivariateAutoCovarianceFunction K) Run the Innovation Algorithm to compute the prediction parameters, V and Θ.

Uses of MultivariateAutoCovarianceFunction in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Subclasses of MultivariateAutoCovarianceFunction in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Modifier and Type	Class and Description
class	VARMAAutoCovariance Compute the Auto-CoVariance Function (ACVF) for a vector AutoRegressive Moving Average (ARMA) model, assuming that \(EX_{t} = 0\).