SciPy equivalent of R's acf

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SciPy equivalent of R's acf

Wes McKinney
Was looking for an alternative to using R's built in acf to calculate sample autocovariance matrices, which can be quite cumbersome to call through python. Any suggestions for where to look? Also, has anyone successfully used acf through RPy, having some trouble with it.

Thanks,
Wes

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Re: SciPy equivalent of R's acf

Gael Varoquaux
On Tue, Apr 15, 2008 at 05:23:21PM -0400, Wes McKinney wrote:
>    Also, has anyone
>    successfully used acf through RPy, having some trouble with it.

Waht kind of trouble. I have been succesful with it.

Gaël
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Re: SciPy equivalent of R's acf

Wes McKinney
I got it to work-- didn't realize you had to package your arguments in a dict and provide **kwds in the R call, so it works now.

On Tue, Apr 15, 2008 at 5:30 PM, Gael Varoquaux <[hidden email]> wrote:
On Tue, Apr 15, 2008 at 05:23:21PM -0400, Wes McKinney wrote:
>    Also, has anyone
>    successfully used acf through RPy, having some trouble with it.

Waht kind of trouble. I have been succesful with it.

Gaël
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Re: SciPy equivalent of R's acf

Gael Varoquaux
On Tue, Apr 15, 2008 at 05:40:41PM -0400, Wes McKinney wrote:
>    I got it to work-- didn't realize you had to package your arguments in a
>    dict and provide **kwds in the R call, so it works now.

You can also pass them as keyword argument, IIRC.

Ga�l

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