TimeAC: Autocorrelation of a signal

In SignalEstimation/corrtest: What the Package Does (One Line, Title Case)

Description

This function returns the autocorrelation (ac) estimates of a signal (time series) x of length N. Two types of estimators available : biased (default) and unbiased. In addition, this function has a plot utility to visualize the autocorrelation values with the default lag 50.

Usage

TimeAC(x, biased = TRUE, demean = TRUE, normalize = FALSE, onesided = FALSE)

Arguments

x,	Numeric, complex or logical vector of length N
biased	logical TRUE (default) for biased estimator
demean	logical to demean signal x before finding the ac (default TRUE)
normalize	logical to return the normalized ac values (default)
onesided	logical return the two-sided (default) or one-sided ac values

Value

A vector of autocorrelation values of length 2N-1 (includes positive and negative lags.)

See Also

TimeCC() .

Examples

TimeAC(c(1,2,3,4,5,6))   
TimeAC(rnorm(20))    

SignalEstimation/corrtest documentation built on Dec. 28, 2021, 12:13 a.m.