pysteps.timeseries.autoregression.adjust_lag2_corrcoef2
pysteps.timeseries.autoregression.adjust_lag2_corrcoef2¶
- pysteps.timeseries.autoregression.adjust_lag2_corrcoef2(gamma_1, gamma_2)¶
A more advanced adjustment of lag-2 temporal autocorrelation coefficient to ensure that the resulting AR(2) process is stationary when the parameters are estimated from the Yule-Walker equations.
- Parameters
gamma_1 (float) – Lag-1 temporal autocorrelation coeffient.
gamma_2 (float) – Lag-2 temporal autocorrelation coeffient.
- Returns
out – The adjusted lag-2 correlation coefficient.
- Return type
float