smile-kotlin/smile.timeseries/cov

cov

fun cov(x: DoubleArray, lag: Int = 1): Double(source)

Auto-covariance function.

Return

the auto-covariance.

Parameters

x

time series.

lag

the lag.

@JvmName(name = "covArray")

fun DoubleArray.cov(lag: Int = 1): Double(source)

Auto-covariance of this time series.