Stan Math Library  2.20.0
reverse mode automatic differentiation
Namespaces | Functions
autocorrelation.hpp File Reference
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/fun/mean.hpp>
#include <unsupported/Eigen/FFT>
#include <complex>
#include <vector>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 
 stan::math::internal
 

Functions

size_t stan::math::internal::fft_next_good_size (size_t N)
 Find the optimal next size for the FFT so that a minimum number of zeros are padded. More...
 
template<typename T >
void stan::math::autocorrelation (const std::vector< T > &y, std::vector< T > &ac, Eigen::FFT< T > &fft)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine. More...
 
template<typename T , typename DerivedA , typename DerivedB >
void stan::math::autocorrelation (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &ac, Eigen::FFT< T > &fft)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result using the specified FFT engine. More...
 
template<typename T >
void stan::math::autocorrelation (const std::vector< T > &y, std::vector< T > &ac)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result. More...
 
template<typename T , typename DerivedA , typename DerivedB >
void stan::math::autocorrelation (const Eigen::MatrixBase< DerivedA > &y, Eigen::MatrixBase< DerivedB > &ac)
 Write autocorrelation estimates for every lag for the specified input sequence into the specified result. More...
 

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