autocorrelation() [4/4]

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.

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 autocorrelation function

Template Parameters

T	Scalar type.

Parameters

y	Input sequence.
ac	Autocorrelations.

Definition at line 191 of file autocorrelation.hpp.