R/ARSdf.R

`ARSdf` <-
function(phi, pFFT=8){
pext<-c(1,-phi,rep(0,2^(1+pFFT) -1 -length(phi)))
ft<-fft(pext)
1/(Re(ft*Conj(ft)))[1:2^pFFT]
}

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FitAR documentation built on May 2, 2019, 3:22 a.m.