gammaKernelCorrelation {BSS}R Documentation

Autocorrelation function for the gamma kernel

Description

gammaKernelCorrelation calculates the value of the gamma kernel autocorrelation function directly using the analytic expression.

Usage

gammaKernelCorrelation(alpha, lambda, h)

Arguments

alpha

the smoothness parameter, alpha, for the gamma kernel.

lambda

the exponent parameter, lambda, for the gamma kernel.

h

the lag to calculate the autocorrelation at.

Value

The function returns the autocorrelation for the gamma kernel with parameters alpha and lambda at lag h.


[Package BSS version 0.1.0 Index]