Plot of covariance (or correlation) matrix as a function of lag or time. The covariance structure is vectorized internally and lag or time distances are computed and can be used for visualization.
Usage
g_covariance(
vcov_matrix,
time_prefix = NULL,
x_var = c("lag", "time_diff"),
xlab = NULL,
ylab = ""
)
Arguments
- vcov_matrix
(
matrix
)
symmetric covariance matrix with identical row and column names.- time_prefix
(
string
)
string in the names ofvcov_matrix
that precedes the time point value.- x_var
(
string
)
can belag
ortime_diff
for lag or time difference, respectively.- xlab
(
string
orNULL
)
x-axis label, ifNULL
then automatically determined fromx_var
.- ylab
(
string
)
y-axis label.