setGenericVerif("ACF", function(x,
lag.max = 100,
type = c("correlation", "covariance", "partial"),
MARGIN = 2,
na.action = na.fail,
demean = TRUE,
...)
standardGeneric("ACF"))
#' Auto-correlation function
#'
#' This function computes the auto-correlation function.
#'
#' @name ACF
#' @rdname ACF
#' @export
setMethod("ACF", "GPR", function(x,
lag.max = 100,
type = c("correlation", "covariance", "partial"),
MARGIN = 2,
na.action = na.fail,
demean = TRUE,
...){
if(lag.max > nrow(x)) stop("'lag.max' must be less than or equal to 'nrow(x)'.")
Xout <- x[1:(lag.max + 1), ]
Xout@data <- apply(x@data, 2, .acf,
lag.max = lag.max,
type = type,
plot = FALSE,
na.action = na.action,
demean = demean,
...)
Xout@dz <- 1
Xout@depth <- seq_len(lag.max + 1)
proc(Xout) <- getArgs()
return(Xout)
})
.acf <- function(x, lag.max = NULL,
type = c("correlation", "covariance", "partial"),
plot = TRUE, na.action = na.fail, demean = TRUE, ...){
acf(x = x, lag.max = lag.max,
type = type,
plot = plot, na.action = na.action, demean = demean, ...)$acf
}
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