TS_acr: Autocovariances and autocorrelations the old-fashioned way.
In LAJordanger/localgaussSpec: Local Gaussian Spectral Analysis
Description
Usage
Arguments
Value
Description
This function use the "old-fashioned" way to compute the
autocorrelations for a given time series, i.e. the
summation-approach. This is much slower than the fast Fourier
transform approach used by acf, but it seems more natural to
use this when computing the ordinary spectral density in the old
fashioned way (using window-functions instead of periodograms).
Usage
1
Arguments
.TS_info
A list containing the three components TS,
main_dir and save_dir.
lag_max
The number of lags to include in the analysis. The
default value ceiling(3*sqrt(length(TS))) will probably
in most cases include more lags than actually required. It
might thus be worthwhile to run some test and see if a smaller
value can be used instead.
Value
A file will be created containing an array with the
(ordinary) autocorrelations of TS. If save_dir
is NULL, then the array will be returned to the workflow
directly, otherwise it will be saved to disk.
LAJordanger/localgaussSpec documentation built on July 28, 2017, 12:15 a.m.
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.
Description Usage Arguments Value
Description
This function use the "old-fashioned" way to compute the
autocorrelations for a given time series, i.e. the
summation-approach. This is much slower than the fast Fourier
transform approach used by acf, but it seems more natural to
use this when computing the ordinary spectral density in the old
fashioned way (using window-functions instead of periodograms).
Usage
1 |
Arguments
.TS_info |
A list containing the three components |
lag_max |
The number of lags to include in the analysis. The
default value |
Value
A file will be created containing an array with the
(ordinary) autocorrelations of TS. If save_dir
is NULL, then the array will be returned to the workflow
directly, otherwise it will be saved to disk.
LAJordanger/localgaussSpec documentation built on July 28, 2017, 12:15 a.m.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.