ac_fft: Compute autocovariance or autocorrelation function via...
In mcmcsae: Markov Chain Monte Carlo Small Area Estimation
ac_fft R Documentation
Compute autocovariance or autocorrelation function via Wiener-Khinchin theorem
using Fast Fourier Transform
Description
Compute autocovariance or autocorrelation function via Wiener-Khinchin theorem
using Fast Fourier Transform
Usage
ac_fft(x, demean = TRUE)
Arguments
x
matrix with time (iteration number) along the rows and variables along the columns.
demean
whether to subtract from each column its mean.
Value
A matrix of the same size as x with autocovariances at all lags from 1 to the number of rows.
mcmcsae documentation built on Oct. 11, 2023, 1:06 a.m.
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| ac_fft | R Documentation |
Compute autocovariance or autocorrelation function via Wiener-Khinchin theorem using Fast Fourier Transform
Description
Compute autocovariance or autocorrelation function via Wiener-Khinchin theorem using Fast Fourier Transform
Usage
ac_fft(x, demean = TRUE)
Arguments
x |
matrix with time (iteration number) along the rows and variables along the columns. |
demean |
whether to subtract from each column its mean. |
Value
A matrix of the same size as x with autocovariances at all lags from 1 to the number of rows.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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