Stan Math Library  2.8.0
reverse mode automatic differentiation
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autocovariance.hpp File Reference
#include <stan/math/prim/mat/fun/autocorrelation.hpp>
#include <stan/math/prim/mat/fun/variance.hpp>
#include <vector>

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Namespaces

 stan
 
 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. More...
 
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. More...
 

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