pex_acf: Power-exponential autocorrelation function.

In SuperGauss: Superfast Likelihood Inference for Stationary Gaussian Time Series

Power-exponential autocorrelation function.

Description

Power-exponential autocorrelation function.

Usage

pex_acf(tseq, lambda, rho)

Arguments

tseq	Vector of N time points at which the autocorrelation is to be calculated.
lambda	Timescale parameter.
rho	Power parameter.

Details

The power-exponential autocorrelation function is given by:

\mathrm{\scriptsize ACF}(t) = \exp \left\{-(t/\lambda)^\rho\right\}.

Value

An autocorrelation vector of length N.

Examples

pex_acf(tseq = 1:10, lambda = 1, rho = 2)

SuperGauss documentation built on Sept. 10, 2025, 10:32 a.m.