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