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Innovations Method
StatTimeSerAnalysis Methods
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This is the overview for the Innovations method overload.

Overload List
 
Name 
Description 
 
StatTimeSerAnalysis.Innovations ([In] TDenseMtxVec, [In] int, [In] TMtx, [In] TVec, [In] int) 
Uses the Innnovations algorithm to recursively calculate Theta[1,1]...Theta[n,n] coefficients (all coefficients). 
 
StatTimeSerAnalysis.Innovations ([In] TDenseMtxVec, [In] TVec, out double, [In] int, [In] TVec, [In] TVec) 
The innovations algorithm. 
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