acf_by_block: Block-wise autocorrelation function

In TheoMichelot/utilTM: My Utility Functions

Block-wise autocorrelation function

Description

This original version of this function was written by Stacy DeRuiter. It computes the ACF of a vector passed as input, ignoring time lags that overlap blocks (i.e., time series).

Usage

acf_by_block(x, blocks, lag_max = NULL, make_plot = TRUE, ...)

Arguments

x	Numeric vector
blocks	Vector of indices of blocks, of same length as x
lag_max	Maximum lag at which to calculate the ACF. Defaults to the length of the shortest block.
make_plot	Logical: should the ACF be plotted? Defaults to TRUE.

Value

Vector of ACF at each time lag

TheoMichelot/utilTM documentation built on April 14, 2025, 12:52 p.m.