autocorrelation.hpp File Reference

#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/mean.hpp>
#include <unsupported/Eigen/FFT>
#include <complex>
#include <vector>

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Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.
namespace	stan::math::internal
	A comparator that works for any container type that has the brackets operator.

Functions
size_t	stan::math::internal::fft_next_good_size (size_t N)
	Find the optimal next size for the FFT so that a minimum number of zeros are padded.
template<typename T >
void	stan::math::autocorrelation (const std::vector< T > &y, std::vector< T > &ac, Eigen::FFT< T > &fft)
	Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine.
template<typename T , typename DerivedA , typename DerivedB >
void	stan::math::autocorrelation (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &ac, Eigen::FFT< T > &fft)
	Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine.
template<typename T >
void	stan::math::autocorrelation (const std::vector< T > &y, std::vector< T > &ac)
	Write autocorrelation estimates for every lag for the specified input sequence into the specified result.
template<typename T , typename DerivedA , typename DerivedB >
void	stan::math::autocorrelation (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &ac)
	Write autocorrelation estimates for every lag for the specified input sequence into the specified result.