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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/Alpha.R
\name{Alpha}
\alias{Alpha}
\title{Estimates AutoCorrelation At Lag 1 following Guemas et al, BAMS, 2013b}
\item{xdata}{Timeseries from which the autocorrelation at lag 1 is requested.}
\item{detrend}{TRUE applies a linear detrending to xdata prior to the
estimation of the autocorrelation at lag 1.}
\item{filter}{TRUE applies a filtering of any frequency peak prior to the
estimation of the autocorrelation at lag 1.}
}
\value{
Autocorrelation at lag 1.
}
\description{
This function, relying on the \code{FitAcfCoef()} function, estimates the
autocorrelation at lag 1 of the xdata array following the method described
in Guemas V., Auger L., Doblas-Reyes F., JAMC, 2013. After applying a linear
detrending and/or a filtering of any frequency peak if requested, the sample
Then the theoretical autocorrelation of an AR1 is fitted to the sample
autocorrelation using the Cardano's formula (see \code{FitAcfCoef()}) to
obtain the autocorrelation at lag 1. This method assumes xdata is an AR1
process.
# Load sample data as in Load() example:
example(Load)
alpha <- Alpha(sampleData$mod[1, 1, , 1])
print(alpha)
0.1 - 2012-06 (V. Guemas) - Original code\cr
1.0 - 2013-09 (N. Manubens) - Formatting to CRAN