1 #ifndef STAN_MATH_PRIM_MAT_FUN_AUTOCOVARIANCE_HPP 2 #define STAN_MATH_PRIM_MAT_FUN_AUTOCOVARIANCE_HPP 38 for (
size_t i = 0; i < y.size(); i++) {
61 std::vector<T>& acov) {
Independent (input) and dependent (output) variables for gradients.
boost::math::tools::promote_args< T >::type variance(const std::vector< T > &v)
Returns the sample variance (divide by length - 1) of the coefficients in the specified standard vect...
void 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 resu...
void autocorrelation(const std::vector< T > &y, std::vector< T > &ac, Eigen::FFT< T > &fft)
Write autocorrelation estimates for every lag for the specified input sequence into the specified res...