ACSfunctions: Parametric autocorrelation structure functions

In CoSMoS: Complete Stochastic Modelling Solution

Parametric autocorrelation structure functions

Description

Parametric functions used internally by acs to evaluate autocorrelation at lag t. These are internal helpers and are not part of the public API; call them via acs(id, ...).

Usage

acfburrXII(t, scale, shape1, shape2)

acfparetoII(t, scale, shape)

acffgn(t, H)

acfweibull(t, scale, shape)

Arguments

t	lag value (non-negative numeric).
scale	scale parameter (must be > 0).
shape, shape1, shape2	shape parameters (must be > 0).
H	Hurst exponent for the FGN model (0.5 < H < 1).

Value

A numeric value (or NaN if parameters are invalid).

CoSMoS documentation built on May 8, 2026, 1:08 a.m.