gammaKernelCorrelation {BSS} | R Documentation |
gammaKernelCorrelation
calculates the value of the gamma kernel autocorrelation function
directly using the analytic expression.
gammaKernelCorrelation(alpha, lambda, h)
alpha |
the smoothness parameter, alpha, for the gamma kernel. |
lambda |
the exponent parameter, lambda, for the gamma kernel. |
h |
the lag to calculate the autocorrelation at. |
The function returns the autocorrelation for the gamma kernel with
parameters alpha
and lambda
at lag h
.