autocovariance() [3/4]

template<typename T >

void stan::math::autocovariance	(	const std::vector< T > &	y,
		std::vector< T > &	acov
	)

Write autocovariance estimates for every lag for the specified input sequence into the specified result.

The return vector be resized to the same length as the input sequence with lags given by array index.

The implementation involves a fast Fourier transform, followed by a normalization, followed by an inverse transform.

This method is just a light wrapper around the three-argument autocovariance function.

Template Parameters

T	Scalar type.

Parameters

y	Input sequence.
acov	Autocovariances.

Definition at line 89 of file autocovariance.hpp.