autocovariance {posterior} | R Documentation |
Autocovariance estimates
Description
Compute autocovariance 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
autocovariance(x)
Arguments
x |
(numeric vector) A sequence of values. |
Value
A numeric vector of autocovariances at every lag (scaled by N-lag).
[Package posterior version 1.6.0 Index]