Book Creator
Add this page to your book
Add this page to your book Book Creator
Remove this page from your book
Remove this page from your book 
Manage book (
Help block_acf
Compute autocorrelation function
Syntax
[block_ac] = block_acf(resids, blocks, make_plot, max_lag) %Matlab & Octave block_acf <- block_acf(resids, blocks, max_lag, make_plot = TRUE, ...) #R
Description
This function allows calculation of an ACF for a dataset with multiple independent units (for example, data from several individuals, data from multiple dives by an individual animal, etc.). The groups (individual, dive, etc.) should be coded in a categorical variable. The function calculates correlation coefficients over all levels of the categorical variable, but respecting divisions between levels (for example, individual animals are kept separate).
Inputs
| Input var | Description | Units | Default value |
|---|---|---|---|
| resids | The variable for which the ACF is to be computed (often a vector of residuals from a fitted model) | N/A | N/A |
| blocks | A categorical variable indicating the groupings (must be the same length as resids. ACF will be computed only for data points within the same block.) | N/A | N/A |
| max_lag | ACF will be computed at 0-max_lag lags, ignoring all observations that span blocks. Defaults to the minimum number of observations in any block. The function will allow you to specify a max_lag longer than the shortest block if you so choose. | N/A | N/A |
| make_plot | Logical. Should a plot be produced? Defaults to TRUE. | Logical | TRUE(#R) or 1(%Mat. and Oct.) |
Outputs
| Output var | Description | Units |
|---|---|---|
| block_acf | The calculated correlation coefficients over all levels of the categorical variable along with a plot of the coefficients if make_plot = TRUE | N/A |
Example
Matlab & Octave
resids = randn(150,1)
% in real life resids are normally residuals from a
% fitted model, not random numbers
blocks = [repmat('animal1', 25, 1); repmat('animal2', 70, 1); ...
repmat('animal3', (150-25-70), 1)] ;
block_ac = block_acf(resids, blocks, 1, 10) ; %plot 1st 10 lags
R
block_acf(resids=ChickWeight$weight, blocks=ChickWeight$Chick)
About
bugs@animaltags.org Last modified: 27 July 2017