autocovariance.hpp File Reference

#include <stan/prob/autocorrelation.hpp>
#include <stan/math/matrix/variance.hpp>

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Namespaces
	stan
	Probability, optimization and sampling library.
	stan::prob
	Templated probability distributions.

Functions
template<typename T >
void	stan::prob::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::prob::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...