autocovariance.hpp File Reference

#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/autocorrelation.hpp>
#include <stan/math/prim/fun/variance.hpp>
#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.

Functions
template<typename T >
void	stan::math::autocovariance (const std::vector< T > &y, std::vector< T > &acov, Eigen::FFT< T > &fft)
	Write autocovariance 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::autocovariance (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &acov, Eigen::FFT< T > &fft)
	Write autocovariance estimates for every lag for the specified input sequence into the specified result using the specified FFT engine.
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.
template<typename T , typename DerivedA , typename DerivedB >
void	stan::math::autocovariance (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &acov)
	Write autocovariance estimates for every lag for the specified input sequence into the specified result.