This function return the longest covariate memory used by a VLMC with covariates.
Examples
pc <- powerconsumption[powerconsumption$week == 5, ]
dts <- cut(pc$active_power, breaks = c(0, quantile(pc$active_power, probs = c(0.5, 1))))
m_nocovariate <- vlmc(dts)
dts_cov <- data.frame(day_night = (pc$hour >= 7 & pc$hour <= 17))
m_cov <- covlmc(dts, dts_cov, min_size = 10)
covariate_depth(m_cov)
#> [1] 2