acf2incr: Convert position to increment autocorrelations.

Description Usage Arguments Value Examples

View source: R/acf2incr.R

Description

Converts the autocorrelation of a stationary sequence X to that of its increments, dX == diff(X).

Usage

1

Arguments

acf

Length-N vector of position autocorrelations.

Value

Length N-1 vector if increment autocorrelations.

Examples

1
acf2incr(acf = exp(-(0:10)))

SuperGauss documentation built on May 1, 2019, 7:58 p.m.