ARMAacf_cpp: Compute Theoretical ACF for an ARMA Process
In simts: Time Series Analysis Tools
ARMAacf_cpp R Documentation
Compute Theoretical ACF for an ARMA Process
Description
Compute the theoretical autocorrelation function for an ARMA process.
Usage
ARMAacf_cpp(ar,ma,lag_max)
Arguments
ar
A vector of length p containing AR coefficients
ma
A vector of length q containing MA coefficients
lag_max
A unsigned integer indicating the maximum lag necessary
Details
This is an implementaiton of the ARMAacf function in R. It is approximately 40x times faster. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.
Value
x A matrix listing values from 1...nx in one column and 1...1, 2...2,....,n...n, in the other
Author(s)
JJB
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| ARMAacf_cpp | R Documentation |
Compute Theoretical ACF for an ARMA Process
Description
Compute the theoretical autocorrelation function for an ARMA process.
Usage
ARMAacf_cpp(ar,ma,lag_max)
Arguments
ar |
A |
ma |
A |
lag_max |
A |
Details
This is an implementaiton of the ARMAacf function in R. It is approximately 40x times faster. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.
Value
x A matrix listing values from 1...nx in one column and 1...1, 2...2,....,n...n, in the other
Author(s)
JJB
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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