SuperGauss (version 2.0.3)

acf2incr: Convert position autocorrelations to increment autocorrelations.

Description

Convert the autocorrelation of a stationary sequence x = (x_1, ..., x_N) to that of its increments, dx = (x_2 - x_1, ..., x_N - x_(N-1)).

Usage

acf2incr(acf)

Arguments

acf

Length-N vector of position autocorrelations.

Value

Length N-1 vector of increment autocorrelations.

Examples

# NOT RUN {
acf2incr(acf = exp(-(0:10)))
# }