Signature Description Parameters
templat<typename T, typename I = unsigned long, typename = typename std::enable_if<std::is_arithmetic<T>::value, T>::type>
struct AutoCorrVisitor;
This is a “single action visitor”, meaning it is passed the whole data vector in one call and you must use the single_action_visit() interface.
This functor class calculates the auto correlation of given column. The result is a vector of auto correlations with lags of 0 up to length of column – 4.
See this document and dataframe_tester.cc for examples.
T: Column data type. T must be an arithmetic-enabled type
I: Index type.