AutoCovariance: AutoCovariance

Description Usage Arguments Value

Description

Calculates the auto-covariance the given time series.

Usage

1
AutoCovariance(arr, unbiased)

Arguments

arr

KHIVA array with the time series.

unbiased

Determines whether it divides by n - lag (if true) or n (if false).

Value

The auto-covariance value for the given time series.


shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.