varCor {lognorm}

Compute the unbiased variance accounting for empirical autocorrelations

Description

Compute the unbiased variance accounting for empirical autocorrelations

Usage

varCor(
  x,
  effCor = computeEffectiveAutoCorr(x),
  na.rm = FALSE,
  nEff = computeEffectiveNumObs(x, effAcf = effCor)
)

Arguments

x

numeric vector

effCor

numeric vector of effective correlation components first entry at zero lag equals one. See computeEffectiveAutoCorr The effective correlation is passed to computeEffectiveNumObs.

na.rm

logical. Should missing values be removed?

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 unbiased variation of x