dft_acf: Discrete Fourier Transformation for Autocovariance Function
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Details
Value
Examples
Description
Calculates the autovariance function (ACF) using Discrete Fourier Transformation.
Usage
1
dft_acf(x)
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.
Examples
1
2
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Details Value Examples
Description
Calculates the autovariance function (ACF) using Discrete Fourier Transformation.
Usage
1 | dft_acf(x)
|
Arguments
x |
A |
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.
Examples
1 2 |
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.
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