Method

NumCosmoMathStatsVecfit_ar_model

Declaration [src] 

gboolean
ncm_stats_vec_fit_ar_model (
  NcmStatsVec* svec,
  guint p,
  const guint order,
  NcmStatsVecARType ar_crit,
  NcmVector** rho,
  NcmVector** pacf,
  gdouble* ivar,
  guint* c_order
)

Description [src]

If order is zero the value of floor $\left[10 log_{10}(s) \right]$, where $s$ is the number of points.

Parameters

p

Type: guint

Parameter id.

order

Type: const guint

Max order.

ar_crit

Type: NcmStatsVecARType

A NcmStatsVecARType.

rho

Type: NcmVector

The vector containing the ar(p) model parameters.

The argument will be modified by the function.
The argument can be set to NULL by the method.
The caller of the method takes ownership of the returned data, and is responsible for freeing it.
pacf

Type: NcmVector

The vector containing the partial auto-correlations.

The argument will be modified by the function.
The argument can be set to NULL by the method.
The caller of the method takes ownership of the returned data, and is responsible for freeing it.
ivar

Type: gdouble*

Innovations variance.

The argument will be set by the function.
c_order

Type: guint*

The actual order calculated.

The argument will be set by the function.

Return value

Type: gboolean

TRUE if c_order is equal to order.