autocorrelation: Autocorrelation estimates
In stan-dev/posterior: Tools for Working with Posterior Distributions
autocorrelation R Documentation
Autocorrelation estimates
Description
Compute autocorrelation estimates for every lag for the specified
input sequence using a fast Fourier transform approach. The estimate
for lag t is scaled by N-t where N is the length of the sequence.
Usage
autocorrelation(x)
Arguments
x
(numeric vector) A sequence of values.
Value
A numeric vector of autocorrelations at every lag (scaled by N-lag).
stan-dev/posterior documentation built on Feb. 28, 2025, 6:53 p.m.
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| autocorrelation | R Documentation |
Autocorrelation estimates
Description
Compute autocorrelation estimates for every lag for the specified input sequence using a fast Fourier transform approach. The estimate for lag t is scaled by N-t where N is the length of the sequence.
Usage
autocorrelation(x)
Arguments
x |
(numeric vector) A sequence of values. |
Value
A numeric vector of autocorrelations at every lag (scaled by N-lag).
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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