MData-class function

A Reference Class which represents multivariate data.

MData is a reference class which represents multivariate objects. The data can be ordered by time (multivariate time series). In the last case, the field X represents the time. class

Fields

• X: Numeric vector of length m.
• Y: Matrix of size $(m, d)$ representing a $d$ dimension function of X observed at points $1,\dots,m$.