https://github.com/cran/pcdpca
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Tip revision: 994e42225542c81cc02708658f24865826071d4c authored by Lukasz Kidzinski on 03 September 2017, 04:17:18 UTC
version 0.4
Tip revision: 994e422
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)
}
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