|
| Statistics.Autocorrelation | | Portability | portable | | Stability | experimental | | Maintainer | bos@serpentine.com |
|
|
|
| Description |
| Functions for computing autocovariance and autocorrelation of a
sample.
|
|
| Synopsis |
|
|
|
| Documentation |
|
|
| Compute the autocovariance of a sample, i.e. the covariance of
the sample against a shifted version of itself.
|
|
|
Compute the autocorrelation function of a sample, and the upper
and lower bounds of confidence intervals for each element.
Note: The calculation of the 95% confidence interval assumes a
stationary Gaussian process.
|
|
| Produced by Haddock version 2.6.0 |
