dft_acf: Discrete Fourier Transformation for Autocovariance Function

Description Usage Arguments Details Value

View source: R/RcppExports.R

Description

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

Usage

1

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.


wv documentation built on Jan. 17, 2020, 1:07 a.m.

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