dft_acf: Discrete Fourier Transformation for Autocovariance Function
In schoi355/gmwm: Generalized Method of Wavelet Moments
dft_acf R Documentation
Discrete Fourier Transformation for Autocovariance Function
Description
Calculates the autovariance function (ACF) using Discrete Fourier Transformation.
Usage
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
x=rnorm(10)
dft_acf(x)
schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.
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| dft_acf | R Documentation |
Discrete Fourier Transformation for Autocovariance Function
Description
Calculates the autovariance function (ACF) using Discrete Fourier Transformation.
Usage
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
x=rnorm(10) dft_acf(x)
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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