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Stan Math Library
2.15.0
reverse mode automatic differentiation
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#include <stan/math/prim/mat/fun/autocorrelation.hpp>
#include <stan/math/prim/mat/fun/variance.hpp>
#include <vector>
Go to the source code of this file.
Namespaces | |
stan | |
stan::math | |
Matrices and templated mathematical functions. | |
Functions | |
template<typename T > | |
void | stan::math::autocovariance (const std::vector< T > &y, std::vector< T > &acov, Eigen::FFT< T > &fft) |
Write autocovariance estimates for every lag for the specified input sequence into the specified result using the specified FFT engine. More... | |
template<typename T > | |
void | stan::math::autocovariance (const std::vector< T > &y, std::vector< T > &acov) |
Write autocovariance estimates for every lag for the specified input sequence into the specified result. More... | |