ARcov: Helper function to compute AR(p) autocovariance
In ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions
ARcov R Documentation
Helper function to compute AR(p) autocovariance
Description
Helper function to compute AR(p) autocovariance
Usage
ARcov(rho, p)
Arguments
rho
vector of AR coefficients
p
AR order
Value
vector of autocovariances from lag 0 to lag p-1
ngme2 documentation built on May 20, 2026, 9:10 a.m.
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| ARcov | R Documentation |
Helper function to compute AR(p) autocovariance
Description
Helper function to compute AR(p) autocovariance
Usage
ARcov(rho, p)
Arguments
rho |
vector of AR coefficients |
p |
AR order |
Value
vector of autocovariances from lag 0 to lag p-1
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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