Compute the standard error accounting for empirical autocorrelations
seCor(x, na.rm = FALSE, effCov = computeEffectiveAutoCorr(x,
type = "covariance"))numeric vector
logical. Should missing values be removed?
numeric vector of effective covariance components
first entry is the variance. See computeEffectiveAutoCorr
numeric scalar of standard error of the mean of x
Computation follows https://stats.stackexchange.com/questions/274635/calculating-error-of-mean-of-time-series.
The default uses empirical autocorrelation
estimates from the supplied data up to first negative component.
For short series of x it is strongly recommended to to
provide effCov that was estimated on a longer time series.