acvfPLA: autocovariance function for the PLA model
In FGN: Fractional Gaussian Noise and power law decay time series model fitting
Description
Usage
Arguments
Value
Note
Author(s)
See Also
Examples
Description
The autocovariance function is computed for the power-law autocorrelation time series model.
Usage
1
acvfPLA(alpha, maxlag)
Arguments
alpha
decay parameter
maxlag
maximum lag
Value
vector of maxlag+1 containing the autocovariances at lags 0, 1, ..., maxlag.
Note
alpha=1 corresponds to white noise
Author(s)
A. I. McLeod and Justin Veenstra
See Also
Examples
1
acvfPLA(0.4, 10)
FGN documentation built on May 30, 2017, 7:19 a.m.
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Description Usage Arguments Value Note Author(s) See Also Examples
Description
The autocovariance function is computed for the power-law autocorrelation time series model.
Usage
1 | acvfPLA(alpha, maxlag)
|
Arguments
alpha |
decay parameter |
maxlag |
maximum lag |
Value
vector of maxlag+1 containing the autocovariances at lags 0, 1, ..., maxlag.
Note
alpha=1 corresponds to white noise
Author(s)
A. I. McLeod and Justin Veenstra
See Also
Examples
1 | acvfPLA(0.4, 10)
|
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.
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