GetRho | R Documentation |

Estimates characteristic time *τ* or auto-correlation *ρ* from
a gappy time series dataset. It works first by estimating the mean and
standard deviation directly from the time series X, using these to
standardize the time series, and then optimizes for the likelihood of the
value of *τ* or *ρ*.

GetRho(x, t, tau = TRUE)

`x` |
vector of time series values. |

`t` |
vector of times of measurements associated with x. |

`tau` |
whether or not to estimate time scale |

Returns a vector of length two: the estimate and the negative log-likelihood

Eliezer Gurarie

bcpa documentation built on May 30, 2022, 5:07 p.m.

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