pub fn functional_pacf(
data: &FdMatrix,
argvals: &[f64],
max_lag: Option<usize>,
n_sim: usize,
ci: f64,
seed: u64,
) -> Result<FacfResult, FdarError>Expand description
Functional partial autocorrelation of a curve series.
A thin wrapper around functional_acf that returns the same fully-populated
FacfResult (acf, pacf, upper_band all present). Calling functional_pacf is
equivalent to calling functional_acf — both return the fACF and fPACF together
because they share the same estimation pass.
§Arguments
Same as functional_acf.
§Errors
Same as functional_acf.
§Divergence from R fdaACF
The fdaACF package computes fPACF via a residual-cross-covariance approach:
for each order p it fits an ARH(p-1) model forward and backward using FPCA,
then computes the L2 norm of the cross-covariance of the residuals.
This implementation uses the classical scalar Durbin-Levinson recursion applied to the sequence ρ_1, ρ_2, …, ρ_{max_lag}. This is a simpler, valid approximation that gives the PACF of the scalar ACF sequence rather than the operator-valued PACF. It is suitable for diagnosing AR(p) vs MA(q) structure (cutoff-after-order-p pattern visible in fPACF, cutoff-after-q in fACF).