dft_acf: Discrete Fourier Transformation for Autocovariance Function

View source: R/RcppExports.R

dft_acfR Documentation

Discrete Fourier Transformation for Autocovariance Function

Description

Calculates the autovariance function (ACF) using Discrete Fourier Transformation.

Usage

dft_acf(x)

Arguments

x

A cx_vec.

Details

This implementation is 2x as slow as Rs. Two issues: 1. memory resize and 2. unoptimized fft algorithm in arma. Consider piping back into R and rewrapping the object. (Decrease of about 10 microseconds.)

Value

A vec containing the ACF.


simts documentation built on Aug. 31, 2023, 5:07 p.m.