Calculates the autovariance function (ACF) using Discrete Fourier Transformation.
Details
This implementation is 2x as slow as Rs. Two issues: 1. memory resize and 2. unoptimized fft algorithm in arma. Consider piping back into R and rewrapping the object. (Decrease of about 10 microseconds.)
Examples
x=rnorm(100)
dft_acf(x)
#> [,1]
#> [1,] 0.8397747797
#> [2,] -0.0402636222
#> [3,] 0.0213377281
#> [4,] 0.0339837784
#> [5,] -0.0918522258
#> [6,] 0.0102781322
#> [7,] 0.0119992894
#> [8,] -0.0483038732
#> [9,] 0.0693727451
#> [10,] -0.0454877814
#> [11,] -0.0472664084
#> [12,] 0.0183906341
#> [13,] 0.0892177948
#> [14,] -0.0504530021
#> [15,] -0.0503613761
#> [16,] 0.0137122574
#> [17,] 0.0497659892
#> [18,] 0.0949811617
#> [19,] 0.0047940843
#> [20,] 0.0033684987
#> [21,] -0.0605544478
#> [22,] -0.0572418137
#> [23,] -0.0653829859
#> [24,] 0.1261029958
#> [25,] -0.1144160189
#> [26,] 0.1024604322
#> [27,] -0.0084616254
#> [28,] -0.0620390070
#> [29,] 0.0044146762
#> [30,] 0.0358930108
#> [31,] -0.1011546751
#> [32,] -0.0209195782
#> [33,] -0.0879577642
#> [34,] 0.0724972872
#> [35,] -0.0187019089
#> [36,] 0.0422282768
#> [37,] 0.0021103922
#> [38,] -0.0165243147
#> [39,] 0.0403693347
#> [40,] -0.0625927829
#> [41,] 0.0629736165
#> [42,] 0.0935651876
#> [43,] -0.0176528574
#> [44,] -0.1220131606
#> [45,] -0.0526310736
#> [46,] 0.0006009063
#> [47,] -0.0474513321
#> [48,] -0.0645884027
#> [49,] -0.0300365409
#> [50,] -0.0931601539
#> [51,] 0.0568324850
#> [52,] 0.0201073901
#> [53,] 0.0810484325
#> [54,] 0.0002984006
#> [55,] 0.0237272081
#> [56,] -0.0995262517
#> [57,] 0.0577734304
#> [58,] 0.0011168426
#> [59,] 0.0242794724
#> [60,] 0.0998537933
#> [61,] -0.0130786481
#> [62,] -0.0217763435
#> [63,] 0.0105047968
#> [64,] -0.0118730346
#> [65,] 0.0403377706
#> [66,] -0.0258990233
#> [67,] -0.0459452724
#> [68,] 0.0899289477
#> [69,] -0.0199982998
#> [70,] -0.0127751702
#> [71,] 0.0347508391
#> [72,] -0.0229481397
#> [73,] -0.0688012568
#> [74,] -0.0012568255
#> [75,] 0.0306197758
#> [76,] 0.0493905281
#> [77,] 0.0229038979
#> [78,] 0.0254256131
#> [79,] -0.0121494563
#> [80,] -0.0070909001
#> [81,] -0.0639516187
#> [82,] -0.0382123688
#> [83,] 0.0159479537
#> [84,] -0.0296363850
#> [85,] -0.0334531825
#> [86,] 0.0023481931
#> [87,] -0.0186127402
#> [88,] 0.0081522074
#> [89,] -0.0395517712
#> [90,] -0.0156805549
#> [91,] 0.0334203847
#> [92,] -0.0207182915
#> [93,] 0.0152013088
#> [94,] 0.0124150923
#> [95,] -0.0190358584
#> [96,] -0.0098107071
#> [97,] -0.0070293656
#> [98,] -0.0124886149
#> [99,] -0.0131703710
#> [100,] -0.0057547166