ARMAacf_cpp {simts} | R Documentation |
Compute Theoretical ACF for an ARMA Process
Description
Compute the theoretical autocorrelation function for an ARMA process.
Usage
ARMAacf_cpp(ar,ma,lag_max)
Arguments
ar |
A |
ma |
A |
lag_max |
A |
Details
This is an implementaiton of the ARMAacf function in R. It is approximately 40x times faster. The benchmark was done on iMac Late 2013 using vecLib as the BLAS.
Value
x A matrix
listing values from 1...nx in one column and 1...1, 2...2,....,n...n, in the other
Author(s)
JJB
[Package simts version 0.2.2 Index]