| spectrum0.mvar {ergm} | R Documentation |
coda's spectrum0.ar().Its return value, divided by nrow(cbind(x)), is the estimated
variance-covariance matrix of the sampling distribution of the mean
of x if x is a multivatriate time series with AR(p) structure, with
p determined by AIC.
spectrum0.mvar(x, order.max = NULL, aic = is.null(order.max), tol = .Machine$double.eps^0.5, ...)
x |
a matrix with observations in rows and variables in columns. |
order.max |
maximum (or fixed) order for the AR model. |
aic |
use AIC to select the order (up to |
tol |
drop components until the reciprocal condition number of the transformed variance-covariance matrix is greater than this. |
... |
additional arguments to |
ar() fails if crossprod(x) is singular,
which is remedied by mapping the variables onto the principal
components of x, dropping redundant dimentions.