io.improbable.keanu.algorithms.statistics

Class Autocorrelation

java.lang.Object

io.improbable.keanu.algorithms.statistics.Autocorrelation

public class Autocorrelation
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
Autocorrelation()

Method Summary

Modifier and Type	Method and Description
static double[]	calculate(double[] samples) Calculates the autocorrelation of an array of doubles.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Autocorrelation

public Autocorrelation()

Method Detail

calculate

public static double[] calculate(double[] samples)

Calculates the autocorrelation of an array of doubles.

Parameters:

samples - the values to calculate autocorrelation on.

Returns:

An array of autocorrelations at different lags.