Description Usage Arguments Value
View source: R/TS_adjust_gamma_rho.R
The estimation formulas used for autocovariances and autocorrelations at lag $h$ are connected to the estimation formulas of the covariances and correlation of the corresponding lagged pairs. This function computes the scaling and adjustments components that we need in other functions later on.
1 2  TS_adjust_gamma_rho(TS, lag_max = NULL, type = c("rho", "gamma"),
.adjustment_rule = "data", all_details = FALSE)

TS 
The time series object that we want to work upon. It's assumed that this has been converted into an array, with one dimensionname equal to "content". 
lag_max 
Integer that decides the number of scaling and
adjustmentterms that will be returned. The default value

type 
One of 
.adjustment_rule 
Either a nonnegative number, or "data".
This will be added as an attribute to the normalised time
series, and later on it will decide if any finitesample
adjustment should be used for the estimated local Gaussian
autocorrelations. Note that no adjustments will be performed
when 
all_details 
Logic value, default 
An array will be returned giving the scaling and adjustment
terms required to go from estimates covariances and
correlations to the estimates of autocovariances and
autocorrelations. If all_details
is TRUE
, then
some intermediate estimates will be included in the result.
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