powerKernelCorrelation {BSS} | R Documentation |
Autocorrelation function for the power law kernel
Description
powerKernelCorrelation
calculates the value of the power law kernel autocorrelation function
directly using numerical integration for the numerator (the covariance term) and the analytic expression
for the denominator (variance term).
Usage
powerKernelCorrelation(alpha, beta, h)
Arguments
alpha |
the smoothness parameter, alpha, for the power law kernel. |
beta |
the exponent parameter, beta, for the power law kernel. |
h |
the lag to calculate the autocorrelation at. |
Value
The function returns the autocorrelation for the power law kernel with
parameters alpha
and beta
at lag h
.
[Package BSS version 0.1.0 Index]