Class SampleAutoCovariance

    • Constructor Detail

      • SampleAutoCovariance

        public SampleAutoCovariance​(IntTimeTimeSeries xt,
                                    SampleAutoCovariance.Type type)
        Construct the sample ACVF for a time series.
        Parameters:
        xt - a time series
        type - the auto-covariance type
      • SampleAutoCovariance

        public SampleAutoCovariance​(IntTimeTimeSeries xt)
        Construct the sample ACVF for a time series.
        Parameters:
        xt - a time series
    • Method Detail

      • evaluate

        public double evaluate​(int k)
        Compute the auto-covariance for lag k.
        Parameters:
        k - the lag order
        Returns:
        γ(k)
      • evaluate

        public double evaluate​(double i,
                               double j)
        Description copied from interface: BivariateRealFunction
        Evaluate y = f(x1,x2).
        Parameters:
        i - x1
        j - x2
        Returns:
        f(x1, x2)