get_autocovariance: Compute autocovariance for a model (internal)

In gmwmx2: Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals and Missing Data

Compute autocovariance for a model (internal)

Description

If theta is NULL, uses domain parameters stored in the model. If theta is provided, it is treated as unconstrained parameters in real space and mapped to the domain via the model's transformation.

Usage

get_autocovariance(object, n, theta = NULL, prep = NULL, ...)

Arguments

object	A time_series_model or sum_model.
n	Length of autocovariance vector.
theta	Optional real-valued parameter vector for optimization.
prep	Optional output from prepare_optim_layout (required for sum models with theta).
...	Passed to methods.

Value

Numeric vector of autocovariances of length n.

gmwmx2 documentation built on June 10, 2026, 5:06 p.m.