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 1.6.1 Index]