SuperGauss (version 1.0.2)

acf2incr: Convert position to increment autocorrelations.

Description

Converts the autocorrelation of a stationary sequence X to that of its increments, dX == diff(X).

Usage

acf2incr(acf)

Arguments

acf

Length-N vector of position autocorrelations.

Value

Length N-1 vector if increment autocorrelations.

Examples

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