pex_acf {SuperGauss}

Power-exponential autocorrelation function.

Description

Power-exponential autocorrelation function.

Usage

pex_acf(tseq, lambda, rho)

Arguments

tseq

Vector of N time points at which the autocorrelation is to be calculated.

lambda

Timescale parameter.

rho

Power parameter.

Details

The power-exponential autocorrelation function is given by:

\mathrm{\scriptsize ACF}(t) = \exp \left\{-(t/\lambda)^\rho\right\}.

Value

An autocorrelation vector of length N.

Examples

pex_acf(tseq = 1:10, lambda = 1, rho = 2)