robacf {robcor} | R Documentation |
Compute (and by default plot) an estimate of the autocovariance or autocorrelation function.
robacf(x, lag.max = NULL, type = c("correlation", "covariance"), plot = TRUE,
scaler = "s_FastQn", ...)
x |
a univariate numeric time series object or a numeric vector. |
lag.max |
maximum lag at which to calculate the acf. Default is |
type |
character string giving the type of acf to be computed.
Allowed values are |
plot |
logical. If |
scaler |
location-scale estimator to use in the algorithm.
By default, |
... |
further arguments to be passed to |
This function is a robust replacement for acf()
.
Note, that implementation and documentation is not finished/polished yet.
A list of class "acf"
. For description of elements see acf()
.
WORK-IN-PROGRESS status.
Paul Smirnov <s.paul@mail.ru>
Shevlyakov, G. L., Lyubomishchenko, N. S. and Smirnov, P. O. (2013). Some remarks on robust estimation of power spectra. Proceedings of the 11th International Conference on Computer Data Analysis and Modeling, Minsk, Belarus, 97–104.