autocovariance: Autocovariance estimates

View source: R/convergence.R

autocovarianceR Documentation

Autocovariance estimates

Description

Compute autocovariance 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

autocovariance(x)

Arguments

x

(numeric vector) A sequence of values.

Value

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


posterior documentation built on Nov. 2, 2023, 5:56 p.m.