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auto-correlation

incanter.stats

  • (auto-correlation x lag)
  • (auto-correlation x lag mean variance)

Returns the auto-correlation of x with given lag, mean, and variance.
If no mean or variance is provided, the they are calculated from x.

References:
http://incanter.org/docs/parallelcolt/api/cern/jet/stat/tdouble/DoubleDescriptive.html

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Plus_12x12 Minus_12x12 Source incanter/stats.clj:1552 top

(defn auto-correlation
"
  Returns the auto-correlation of x with given lag, mean, and variance.
  If no mean or variance is provided, the they are calculated from x.

  References:
    http://incanter.org/docs/parallelcolt/api/cern/jet/stat/tdouble/DoubleDescriptive.html

"
  ([x lag]
    auto-correlation x lag (mean x) (variance x))
  ([x lag mean variance]
     (DoubleDescriptive/autoCorrelation
      (DoubleArrayList. (double-array (to-list x)))
      lag
      mean
      variance)))
Vars in incanter.stats/auto-correlation: defn double-array
Used in 0 other vars

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