|
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 2.4.2 |