acvf

Description

Auto Covariance Function.

Class

Impure subroutine.

Synatx

call fortsa_stats_m:acvf(vec, n, par, m)

Arguments

vec: Shall be a real(c_double) and rank-1 array. This argument is intent(in).

par: Shall be a real(c_double) and rank-1 array. This argument is intent(out).

n, m: Shall be a integer(c_int) scalar. This argument is value and intent(in). n = size(vec), m = size(par).

acvf_opt

Description

Method 0 : Regular Method. Slow for large input length.
Method 1 : FFT based Method. Use it if data length is large.

Class

Impure subroutine.

Synatx

call fortsa_stats_m:acvf_opt(vec, n, method, par, m)

Arguments

vec: Shall be a real(c_double) and rank-1 array. This argument is intent(in).

par: Shall be a real(c_double) and rank-1 array. This argument is intent(out).

method: Shall be a integer(c_int) scalar. This argument is value and intent(in).

n, m: Shall be a integer(c_int) scalar. This argument is value and intent(in). n = size(vec), m = size(par).

acvf2acf

Description

Converts Autocovariance to autocorrelation function.

Class

Pure subroutine.

Synatx

call fortsa_stats_m:acvf2acf(acf, m)

Arguments

acf: Shall be a real(c_double) and rank-1 array. This argument is intent(inout).

m: Shall be a integer(c_int) scalar. This argument is value and intent(in).