msd2acf {SuperGauss}

Convert mean square displacement of positions to autocorrelation of increments.

Description

Converts the mean squared displacement (MSD) of a stationary increments sequence ⁠x = (x_0, x_1, ..., x_N)⁠ positions to the autocorrelation of the corresponding increments ⁠dx = (x_1 - x_0, ..., x_N - x_(N-1))⁠.

Usage

msd2acf(msd)

Arguments

msd

Length-N MSD vector, i.e., excluding x_0 which is assumed to be zero.

Value

Length-N autocorrelation vector.

Examples

# autocorrelation of fBM increments
msd2acf(msd = fbm_msd(tseq = 0:10, H = .3))