Description Usage Arguments Details Value Author(s) Examples

Compute the theoretical autocorrelation function for an ARMA process.

1 | ```
ARMAacf_cpp(ar,ma,lag_max)
``` |

`ar` |
A |

`ma` |
A |

`lag_max` |
A |

This is an implementaiton of the ARMAacf function in R. It is approximately 40x times faster. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.

x A `matrix`

listing values from 1...nx in one column and 1...1, 2...2,....,n...n, in the other

R Core Team and JJB

1 2 3 4 | ```
# ARMA(2,1)
ARMAacf_cpp(c(1.0, -0.25), 1.0, lag_max = 10)
# ARMA(0,1)
ARMAacf_cpp(numeric(0), .35, lag_max = 10)
``` |

gmwm documentation built on April 14, 2017, 4:38 p.m.

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