fitACS: Autocorrelation structure fit
In CoSMoS: Complete Stochastic Modelling Solution

Autocorrelation structure fit

Auxiliary function passed to fitACS

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fitACS(acf, ID, start = NULL, lag = NULL)

optimACS(par, id, eACS, error = "MSE")

`acf`	vector of autocorrelation function values from lag 0
`ID`	ACS id
`start`	starting parameter value
`lag`	acf lag
`par`	parameter value
`id`	ACS id
`eACS`	empirical ACS
`error`	which error to minimize

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x <- AR1(1000, .8)

acsfit <- fitACS(acf(x, plot = FALSE)$acf, 'weibull', c(1, 1))

CoSMoS documentation built on May 30, 2021, 1:06 a.m.

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