dft_acf: Discrete Fourier Transformation for Autocovariance Function
Description
Calculates the autovariance function (ACF) using Discrete Fourier Transformation.
Usage
dft_acf(x)
Arguments
x
A cx_vec.
Value
A vec containing the ACF.
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.)