robacf | R Documentation |
Compute (and by default plot) an estimate of the autocovariance or autocorrelation function.
robacf(x, lag.max = NULL, type = c("correlation", "covariance"), plot = TRUE, scaler = "s_FastQn", ...)
x |
a univariate numeric time series object or a numeric vector. |
lag.max |
maximum lag at which to calculate the acf. Default is |
type |
character string giving the type of acf to be computed.
Allowed values are |
plot |
logical. If |
scaler |
location-scale estimator to use in the algorithm.
By default, |
... |
further arguments to be passed to |
This function is a robust replacement for acf()
.
Note, that implementation and documentation is not finished/polished yet.
A list of class "acf"
. For description of elements see acf()
.
WORK-IN-PROGRESS status.
Paul Smirnov <s.paul@mail.ru>
Shevlyakov, G. L., Lyubomishchenko, N. S. and Smirnov, P. O. (2013). Some remarks on robust estimation of power spectra. Proceedings of the 11th International Conference on Computer Data Analysis and Modeling, Minsk, Belarus, 97–104.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.