dft_acf {simts} | R Documentation |
Discrete Fourier Transformation for Autocovariance Function
Description
Calculates the autovariance function (ACF) using Discrete Fourier Transformation.
Usage
dft_acf(x)
Arguments
x |
A |
Details
This implementation is 2x as slow as Rs. Two issues: 1. memory resize and 2. unoptimized fft algorithm in arma. Consider piping back into R and rewrapping the object. (Decrease of about 10 microseconds.)
Value
A vec
containing the ACF.
[Package simts version 0.2.2 Index]