seCor {lognorm}

Compute the standard error accounting for empirical autocorrelations

Description

Compute the standard error accounting for empirical autocorrelations

Usage

seCor(
  x,
  effCor = if (missing(effCov)) computeEffectiveAutoCorr(x) else effCov/var(x, na.rm =
    TRUE),
  na.rm = FALSE,
  effCov,
  nEff = computeEffectiveNumObs(x, effCor, na.rm = na.rm)
)

Arguments

x

numeric vector

effCor

numeric vector of effective correlation components first entry at zero lag equals one. See computeEffectiveAutoCorr

na.rm

logical. Should missing values be removed?

effCov

alternative to specifying effCor: numeric vector of effective covariance components first entry is the variance. See computeEffectiveAutoCorr

nEff

possibility to specify precomputed number of effective observations for speedup.

Details

The default uses empirical autocorrelation estimates from the supplied data up to first negative component. For short series of x it is strongly recommended to to provide effCov that was estimated on a longer time series.

Value

numeric scalar of standard error of the mean of x