# This function returns a `blockmatrix` object containing the gaussian cross-correlation matrices. ```r CCGammaToBlockmatrix(data, lag = 0, p = 3, ...) ``` ## Arguments - `data`: data frame or 'zoo' R object containing daily precipitation time series for several gauges (one gauge time series per column). See `CCGamma`. - `lag`: numeric (expressed as number of days) used for the element [1,1] of the returned blockmatrix. - `p`: numeric order $p$ of the auto-regeression - `...`: further argments of `CCGamma` ## Returns A `blockmatrix` object containing the gaussian cross-correlation matrices. ## Details This a wrapper for `CCGamma` with the option `only.matrix=TRUE` and the function value is transformed into a `blockmatrix` object. ## Examples ```r data(trentino) year_min <- 1961 year_max <- 1990 period <- PRECIPITATION$year>=year_min & PRECIPITATION$year<=year_max station <- names(PRECIPITATION)[!(names(PRECIPITATION) %in% c("day","month","year"))] prec_mes <- PRECIPITATION[period,station] ## removing nonworking stations (e.g. time series with NA) accepted <- array(TRUE,length(names(prec_mes))) names(accepted) <- names(prec_mes) for (it in names(prec_mes)) { accepted[it] <- (length(which(!is.na(prec_mes[,it])))==length(prec_mes[,it])) } prec_mes <- prec_mes[,accepted] ## the dateset is reduced!!! prec_mes <- prec_mes[,1:2] p <- 1 ## try p <- 2 !!! CCGamma <- CCGammaToBlockmatrix(data=prec_mes,lag=0,p=p,tolerance=0.001) ## Not Run in the examples, uncomment to run the following line CCGamma_1 <- CCGammaToBlockmatrix(data=prec_mes,lag=1,p=p,tolerance=0.001) ### Alternatively, recommended ..... ## Not Run in the examples, uncomment to run the following line CCGamma <- CCGammaToBlockmatrix(data=prec_mes,lag=0,p=p+1,tolerance=0.001) CCGamma0 <- CCGamma[1:p,1:p] CCGamma1 <- CCGamma[(1:p),(1:p)+1] CCGamma0_inv <- solve(CCGamma0) ## Not Run in the examples, uncomment to run the following line a1 <- blockmatmult(CCGamma0,CCGamma0_inv) a2 <- blockmatmult(CCGamma1,CCGamma0_inv) CCGamma_1t <- t(CCGamma1) CCGamma_0t <- t(CCGamma0) A <- t(solve(CCGamma_0t,CCGamma_1t)) ``` ## See Also `CCGamma`,`continuity_ratio`,`omega_inv`,`omega`

CCGammaToBlockmatrix function