slAcf: Estimate auto-covariances for multiple datasets.

In synlik: Synthetic Likelihood Methods for Intractable Likelihoods

Estimate auto-covariances for multiple datasets.

Description

Function that, give time series data, transforms them into auto-covariances with different lags.

Usage

slAcf(x, max.lag = 10)

Arguments

x	a matrix. Each column contains a replicate series.
max.lag	How many lags to use.

Value

a matrix where each column contains the coefficients for a different replicate. The first coefficient corresponds to lag == 0, hence it is the variance, the second is the covariance one step ahead and so on.

Author(s)

Simon N. Wood, maintainer Matteo Fasiolo <[e-mail]>.

Examples

library(synlik)
set.seed(10)
x <- matrix(runif(1000),100,10)
acf <- slAcf(x)

synlik documentation built on April 12, 2025, 2:09 a.m.