https://github.com/cran/pcdpca
Tip revision: ce9d67e15a5402f4d12e62fe9882ada23b12971e authored by Lukasz Kidzinski on 26 November 2016, 23:06:38 UTC
version 0.2.1
version 0.2.1
Tip revision: ce9d67e
pc2stat.R
# Convert periodically correlated multivariate time series to
# stacked stationary form
pc2stat = function(X,period=2){
n = nrow(X)
d = ncol(X)
# add zeros
extra = ceiling(n/period)*period - n
X = rbind(X,matrix(0,nrow = extra, ncol=d))
# convert
matrix(t(X), ncol=period*d, byrow = T)
}