VarmaAcf

R programs to compute autocovariances of VARMA processes:

1. VARMAauto.r uses time domain recursive techniques
2. VARMAauto.cpp is the Rcpp version of #1
3. autoVARMA.r uses frequency domain integration method
4. autoVARMA.cpp is the Rcpp version of #3
5. var2.pre2par.r maps real numbers to a VAR polynomial There is a script VARMAautoScript.r that provides an example