version 1.1-3

DESCRIPTION

@@ -1,10 +1,13 @@
 Package: longmemo
-Version: 1.1-2
-Date: 2020-02-05
-Author: S scripts originally by Jan Beran <jan.beran@uni-konstanz.de>;
-        Datasets via Brandon Whitcher <brandon@stat.washington.edu>.
-	Toplevel R functions and much more by Martin Maechler.
-Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
+Version: 1.1-3
+Date: 2024-07-30
+Authors@R: c(
+  person("Jan", "Beran", role = "aut", email = "<jan.beran@uni-konstanz.de>",
+         comment = "original S functions and scripts"),
+  person("Martin", "Maechler", role = c("cre", "aut"), email = "maechler@stat.math.ethz.ch",
+         comment = c("Toplevel R functions and much more", ORCID = "0000-0002-8685-9910")),
+  person("Brandon", "Whitcher", role = "ctb", email = "<brandon@stat.washington.edu>",
+         comment = "Datasets"))
 Title: Statistics for Long-Memory Processes (Book Jan Beran), and
         Related Functionality
 Description: Datasets and Functionality from
@@ -17,6 +20,11 @@ Suggests: sfsmisc
 BuildResaveData: no
 License: GPL (>= 2)
 NeedsCompilation: no
-Packaged: 2020-02-05 11:11:23 UTC; maechler
+Packaged: 2024-07-30 08:38:14 UTC; maechler
+Author: Jan Beran [aut] (original S functions and scripts),
+  Martin Maechler [cre, aut] (Toplevel R functions and much more,
+    <https://orcid.org/0000-0002-8685-9910>),
+  Brandon Whitcher [ctb] (Datasets)
+Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
 Repository: CRAN
-Date/Publication: 2020-02-06 06:20:16 UTC
+Date/Publication: 2024-07-30 09:30:02 UTC

MD5

@@ -1,12 +1,12 @@
 a142e19732fe691a6a06d08c6602cfa7 *ChangeLog
-2ea1f0a00c0ece6c18b9782097ffcfa9 *DESCRIPTION
+1517588d74f030bdecaf421575e18869 *DESCRIPTION
 c9590722fa7840f31f657559b5055e00 *NAMESPACE
-6b1311fb23feeaad8d2af8bd2e3e1785 *R/WhittleEst.R
+bcd5ac309fc476fe1103462d2b54a352 *R/WhittleEst.R
 5ea2e3a5c2378dbf76ea2ed59c115b23 *R/polyFEXP.R
 f0269b9376345c73861d5e6330192d13 *R/sim.R
 a3e3707f06dbb69b0810495e49817cd1 *README.md
 677cd494c21e9adf37342ee609c5b025 *TODO
-06d83920f6ed1542d87e3ca47235c452 *build/vignette.rds
+b490db69152c2082fc46e76c066aa1a3 *build/vignette.rds
 eac86c993f08f88dbe6ecf978c49bb2d *data/NBSdiff1kg.R
 72874833a624e009b311f6044f107210 *data/NhemiTemp.R
 2bde161ecfd1f6eca3a97ce475b0f02c *data/NileMin.R
@@ -16,12 +16,12 @@ b0c1b3d29d2423697720ab402d3960ec *data/videoVBR.R
 22d3199f4f5b7beb5895c452eeb1ffd5 *inst/BspecFGN.R
 97f7f825ae97e3b6062e23fd4e052a98 *inst/doc/BspecFGN.R
 c8449dd889bbfa47232acd5664e3d051 *inst/doc/BspecFGN.Rnw
-9da3706e3a07906c2d9b4c39f3b13708 *inst/doc/BspecFGN.pdf
+8ef04aa22a643acfad6d2dd5e7b236af *inst/doc/BspecFGN.pdf
 996a082cee6bdb9da102fc2f21accdd0 *inst/doc/Porting-notes
 70c150c7294945f759e16ff3d66282dc *inst/doc/Rcode_notes.md
 31653ff029c391b7578c2e25dabbdec3 *man/CetaARIMA.Rd
 b76f124ebfa472b36676644e972c53cc *man/CetaFGN.Rd
-da169680787df7b033e8720bd8445b7a *man/FEXPest.Rd
+f512ee6a5ff987c9f117936cd9721896 *man/FEXPest.Rd
 2bfd588f06fa0c3321b815db23cbc23b *man/NBSdiff1kg.Rd
 7c98442c7ac94a287dd9f1e3dea2f074 *man/NhemiTemp.Rd
 7462c60a3c1a789ba44a00fdeebea5fe *man/NileMin.Rd
@@ -38,7 +38,7 @@ cf44ff6c7b36c5824a6159c7cdf5a87a *man/simGauss.Rd
 c4e673fffb2b4412fd4a5e85b565eb55 *man/specFGN.Rd
 2de79e37450ad29a952b018fc6f2f06c *man/videoVBR.Rd
 b5e27b4dd0ea63078f2a386acd979aa8 *tests/FEXP-ex.R
-3e80f1faadff988655e854314c7f9101 *tests/FEXP-ex.Rout.save
+9630ab139b9df2100abc30b98eb75b71 *tests/FEXP-ex.Rout.save
 eb0afd8e54836d7d4b13969380ea4ac6 *tests/ceta-ex.R
 83a88dd581c7a8e2de77bb59ef1bd92f *tests/ceta-ex.Rout.save
 be092882377a3b29ba44c62a16d6fdcb *tests/sim-ex.R

R/WhittleEst.R

@@ -520,20 +520,18 @@ nobs.WhittleEst <- nobs.FEXP <- function (object, ...) object$n
 vcov.WhittleEst <- vcov.FEXP <- function (object, ...) object$vcov
 
 ## Define coef() methods --> confint.default() e.g., work correctly
-coef1 <- function(object, ...) { ## care to keep {row}names :
+coef.WhittleEst <-
+coef.FEXP <- function(object, ...) { ## care to keep {row}names :
     cf <- object$coefficients[, "Estimate", drop=FALSE]
     structure(as.vector(cf), names=dimnames(cf)[[1]])
 }
-coef.WhittleEst <- coef.FEXP <- coef1
 
-linesSpec <- function (x, type = "l", col = 4, lwd = 2, ...) {
+lines.WhittleEst <-
+lines.FEXP <- function (x, type = "l", col = 4, lwd = 2, ...) {
     ffr <- .ffreq(x$n)
     lines(ffr, x$spec, type=type, col=col, lwd=lwd, ...)
 }
 
-lines.WhittleEst <- lines.FEXP <- linesSpec
-
-
 .WhittleModel <- function(mod)
     c("fGn" = "fractional Gaussian noise",
       "fARIMA" = "fractional ARIMA")[mod]
@@ -593,13 +591,5 @@ plot.WhittleEst <-
     lines(ffr, x$spec, col = col.spec, lwd = lwd.spec)
 }
 
-linesSpec <- function (x, type = "l", col = 4, lwd = 2, ...) {
-    ffr <- .ffreq(x$n)
-    lines(ffr, x$spec, type=type, col=col, lwd=lwd, ...)
-}
-
-lines.WhittleEst <- lines.FEXP <- linesSpec
-
-
 ### TODO: summary method
 

man/FEXPest.Rd

@@ -1,13 +1,20 @@
 \name{FEXPest}
+\title{Fractional EXP (FEXP) Model Estimator}
 \alias{FEXPest}
 \alias{print.FEXP}
-\title{Fractional EXP (FEXP) Model Estimator}
+\alias{.ffreq}
 \description{
-  Computes Beran's Fractional EXP or \sQuote{FEXP} model estimator.
+  \code{FEXPest(x, *)} computes Beran's Fractional EXP or \sQuote{FEXP}
+  model estimator.
+
+  \code{.ffreq(n)} returns the Fourier frequencies \eqn{\frac{2\pi j}{n}}{2pi j/n}
+  (of a time series of length \code{n}).
 }
 \usage{
 FEXPest(x, order.poly, pvalmax, verbose = FALSE)
 \method{print}{FEXP}(x, digits = getOption("digits"), \dots)
+
+.ffreq(n, full = FALSE)
 }
 \arguments{
   \item{x}{numeric vector representing a time series.}
@@ -21,9 +28,13 @@ FEXPest(x, order.poly, pvalmax, verbose = FALSE)
   \item{verbose}{logical indicating if iteration output should be printed.}
   \item{digits,\dots}{optional arguments for \code{print} method, see
     \code{\link{print.default}}.}
+  %% freq
+  \item{n}{a positive integer, typically the length of a time series.}
+  \item{full}{logical indicating if \code{n \%/\% 2} or by default
+    \dQuote{only} \code{(n-1) \%/\% 2} values should be returned.}
 }
 \value{
-  An object of class \code{FEXP} which is basically a list with components
+  \code{FEXPest(x,..)} returns an object of class \code{FEXP}, basically a list with components
   \item{call}{the function \code{\link{call}}.}
   \item{n}{time series length \code{length(x)}.}
   \item{H}{the \dQuote{Hurst} parameter which is simply \code{(1-theta[2])/2}.}
@@ -75,6 +86,11 @@ all.equal(fE $coef,
 
 confint(fE)
 confint(fE7, level = 0.99)
+
+.ffreq(8)
+.ffreq(8, TRUE)
+stopifnot(all.equal((1:3)/4,
+                    .ffreq(8) / pi))
 }
 \keyword{ts}