ARMAacf_cpp | R Documentation |
Compute the theoretical autocorrelation function for an ARMA process.
ARMAacf_cpp(ar,ma,lag_max)
ar |
A |
ma |
A |
lag_max |
A |
This is an implementaiton of the ARMAacf function in R. It is approximately 40x times faster. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.
x A matrix
listing values from 1...nx in one column and 1...1, 2...2,....,n...n, in the other
James J Balamuta
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.