Solves the Yule-Walker equations to compute AR(\(p\)) coefficients from
an autocorrelation structure (ACS) vector. Used internally by
<code>ARp</code> and <code>seasonalAR</code>.

internal

Makes univariate, multivariate, or random fields simulations precise and simple. Just select the desired time series or random fields’ properties and it will do the rest. CoSMoS is based on the framework described in Papalexiou (2018, <doi:10.1016/j.advwatres.2018.02.013>), extended for random fields in Papalexiou and Serinaldi (2020, <doi:10.1029/2019WR026331>), and further advanced in Papalexiou et al. (2021, <doi:10.1029/2020WR029466>) to allow fine-scale space-time simulation of storms (or even cyclone-mimicking fields).

Kevin Shook

CoSMoS

Complete Stochastic Modelling Solution

Simon Michael Papalexiou

Francesco Serinaldi

Filip Strnad

Yannis Markonis

YW function

<dl><dt>ACS</dt>
<dd>Numeric vector. ACS values starting from lag 0
(<code>ACS[1] = 1</code>). The AR order is <code>length(ACS) - 1</code>.</dd></dl>

Arguments

Yule-Walker solver — YW

<dl>

<dt>ACS</dt>
<dd>Numeric vector. ACS values starting from lag 0
(<code>ACS[1] = 1</code>). The AR order is <code>length(ACS) - 1</code>.</dd>

</dl>

YW: Yule-Walker solver

Description

Usage

Value

Arguments

See Also