Function reference • r2arma

All functions

ARMAacf_cpp(): Compute Theoretical ACF for an ARMA Process

ARMAtoMA_cpp(): Converting an ARMA Process to an Infinite MA Process

cfilter(): Time Series Convolution Filters

dft_acf(): Discrete Fourier Transformation for Autocovariance Function

diff_cpp(): Lagged Differences in Armadillo

field_to_matrix(): Transform an Armadillo field<vec> to a matrix

get_elements(): Subset Non-connected Regions

r2arma r2arma-package: r2arma: R-based using the Armadillo C++ Matrix Library

rev_col_subset(): Reverse Subset Column

rev_row_subset(): Reverse Subset Row

reverse_vec(): Reverse Armadillo Vector

rfilter(): Time Series Recursive Filters

riwishart(): Generate Random Inverse Wishart Distribution

rwishart(): Generate Random Wishart Distribution

seq_along_cpp(): Generate a sequence of values ranging from vector start to vector end

seq_default(): Generate a sequence of values ranging from a to b given a fixed amount of points.

seq_default_a(): Generate a sequence of values ranging from -a to a given a fixed amount of points.

seq_int(): Generate an integer sequence of values

seq_len_cpp(): Generate a sequence of values ranging from 0 to n-1

sum_field_vec(): Accumulation of Armadillo field<vec>