autocorrelation: Autocorrelation estimates

Description Usage Arguments Value

View source: R/convergence.R

Description

Compute autocorrelation estimates for every lag for the specified input sequence using a fast Fourier transform approach. The estimate for lag t is scaled by N-t where N is the length of the sequence.

Usage

1

Arguments

x

(numeric vector) A sequence of values.

Value

A numeric vector of autocorrelations at every lag (scaled by N-lag).


posterior documentation built on Sept. 9, 2021, 5:07 p.m.