Diagonal averaging

Diagonal averaging

Usage

DiagAver(X)

Arguments

X

A matrix.

Value

A vector.

Examples

PC1<- Group(AirPassengers[1:20], L=10, groups=1)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo 
DiagAver(PC1)
#>  [1] 127.9980 127.8770 127.7519 127.1390 126.9501 127.3791 127.5549 127.4227
#>  [9] 127.5758 128.3587 128.9271 129.1263 129.2812 129.7802 130.6041 131.0825
#> [17] 131.4301 133.1656 136.5203 140.7885