to_pacf: Computes the Standard Estimator of the Autocovariance...
In CovEsts: Nonparametric Estimators for Covariance Functions
to_pacf R Documentation
Computes the Standard Estimator of the Autocovariance Function.
Description
This function computes the partial autocorrelation function from an estimated autocovariance or autocorrelation function.
Usage
to_pacf(estCov)
Arguments
estCov
A numeric vector representing an estimated autocovariance or autocorrelation function.
Details
This function is a translation of the 'uni_pacf' function in src/library/stats/src/pacf.c of the R source code which is an implementation of the Durbin–Levinson algorithm.
Value
A vector whose values are an estimate partial autocorrelation function.
Examples
X <- c(1, 2, 3)
to_pacf(standard_est(X, pd = FALSE, maxLag = 2, meanX = mean(X)))
CovEsts documentation built on Sept. 10, 2025, 10:39 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| to_pacf | R Documentation |
Computes the Standard Estimator of the Autocovariance Function.
Description
This function computes the partial autocorrelation function from an estimated autocovariance or autocorrelation function.
Usage
to_pacf(estCov)
Arguments
estCov |
A numeric vector representing an estimated autocovariance or autocorrelation function. |
Details
This function is a translation of the 'uni_pacf' function in src/library/stats/src/pacf.c of the R source code which is an implementation of the Durbin–Levinson algorithm.
Value
A vector whose values are an estimate partial autocorrelation function.
Examples
X <- c(1, 2, 3)
to_pacf(standard_est(X, pd = FALSE, maxLag = 2, meanX = mean(X)))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.