pw_estimate: Estimate residual autocorrelation for prewhitening

View source: R/utils.R

pw_estimateR Documentation

Estimate residual autocorrelation for prewhitening

Description

Estimate residual autocorrelation for prewhitening

Usage

pw_estimate(A, ar_order, aic = FALSE)

Arguments

A

Estimated A matrix (T x Q)

ar_order, aic

Order of the AR model used to prewhiten the data at each location. If !aic (default), the order will be exactly ar_order. If aic, the order will be between zero and ar_order, as determined by the AIC.

Value

Estimated AR coefficients and residual variance at every vertex


templateICAr documentation built on April 3, 2025, 7:41 p.m.