pub struct Levinson {
pub pacf: Vec<f64>,
pub sigma2: Vec<f64>,
pub phi_last: Vec<f64>,
}Expand description
Output of levinson.
Fields§
§pacf: Vec<f64>reflection[k-1] = partial autocorrelation at lag k, k = 1..=K.
sigma2: Vec<f64>sigma2[k] = Yule–Walker innovation variance of the AR(k) fit, k = 0..=K.
phi_last: Vec<f64>Coefficients (φ_1, …, φ_K) of the AR(K) fit (the “long AR”).
Trait Implementations§
Auto Trait Implementations§
impl Freeze for Levinson
impl RefUnwindSafe for Levinson
impl Send for Levinson
impl Sync for Levinson
impl Unpin for Levinson
impl UnsafeUnpin for Levinson
impl UnwindSafe for Levinson
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more