R/acvfPLA.R

In FGN: Fractional Gaussian Noise and power law decay time series model fitting

Defines functions acvfPLA

Documented in acvfPLA

acvfPLA <-
function(alpha, maxlag){
b <- -1/(2*Reimann(alpha))
c(1,b*(1/(1:maxlag))^alpha)
}

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