In general I can't compile function that variables are list. For example, I would like to compile the following function:
AutoCov[data_, lag_] := (L = Length[data]; Mean[
Take[data, L - lag]*Take[data, -(L -
lag)]] - Mean[Take[data, L - lag]]*Mean[Take[data, -(L - lag)]])
where data is a 1-D list of real valued data and L,n
Another question that that I would like to ask is if it is possiple to use recursive function within compile.
Thank you in advance,