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]