get rho matrix first order

get rho matrix first order

Usage

getCormatFirstOrder(
  rho,
  time.step = as.difftime(1, units = "hours"),
  max.tao = as.difftime(1, units = "days")
)

Arguments

rho

the covariance asdefined as difference between the times divided by the time step

time.step

default is 1 hour

max.tao

don't consider covariance for values further apart then this.

Value

covariance defined as difference between the times divided by the time step don't calculate covariance for values further away then max.tao.