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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,4 +1,4 @@ | ||
| export( | ||
| pgram, scoh, permest, persigest, peracf, Bcoeff, Bcoeffa, perpacf, ppfplot, ppfcoeffab, acfpacf.acf, acfpacf.pacf, acfpacf, | ||
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| perYW, predictperYW, predseries, loglikec, parmafil, makeparma, R_w_ma, ab2phth, phth2ab, parma_ident, loglikef, parmaresid, parmaf) | ||
| perYW, predictperYW, predseries, loglikec, parmafil, makeparma, makepar, R_w_ma, ab2phth, phth2ab, parma_ident, loglikef, parmaresid, parmaf) |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,133 +1,137 @@ | ||
| Bcoeff<-function(x,T,tau,missval,datastr,...) | ||
| Bcoeff<-function (x, T, tau, missval, datastr, ...) | ||
| { | ||
| Bcoeff_full<-function(x,T,tau,missval,datastr,printflg,meth) | ||
| { | ||
| Bcoeff_full <- function(x, T, tau, missval, datastr, printflg, | ||
| meth) { | ||
| nout = floor((T + 2)/2) | ||
| nx = length(x) | ||
| pmean1 <- matrix(0, nx, 1) | ||
| pmean <- matrix(0, T, 1) | ||
| numtau = length(tau) | ||
| Bkhat <- matrix(0, nout, numtau) | ||
| Rhokhat <- matrix(0, nout, numtau) | ||
| n1 <- matrix(1, nout, numtau) | ||
| n2 <- matrix(1, nout, numtau) | ||
| fratio <- matrix(1, nout, numtau) | ||
| pvec <- matrix(1, nout, numtau) | ||
| nsamp <- matrix(0, 1, numtau) | ||
| if (is.nan(missval)) { | ||
| missisnan = 1 | ||
| imissx = x[(is.nan(x))] | ||
| } | ||
| else { | ||
| missisnan = 0 | ||
| imissx = x[x == missval] | ||
| } | ||
| nmissx = length(imissx) | ||
| for (i in 1:T) { | ||
| index = seq(i, nx, T) | ||
| z = x[index] | ||
| if (missisnan) { | ||
| igood = which(!is.nan(z)) | ||
| imiss = which(is.nan(z)) | ||
| } | ||
| else { | ||
| igood = which((z != missval)) | ||
| imiss = which((z == missval)) | ||
| } | ||
| z = z[igood] | ||
| pmean[i] = mean(z) | ||
| x[index[imiss]] = pmean[i] | ||
| pmean1[index] = pmean[i] | ||
| } | ||
| xd = x - pmean1 | ||
| for (k in 1:numtau) { | ||
| lag = tau[k] | ||
| alag = abs(lag) | ||
| indt = seq(1, (nx - alag)) | ||
| indtt = seq((1 + alag), nx) | ||
| corlen = length(indt) | ||
| ncorper = floor(corlen/T) | ||
| ncor = ncorper * T | ||
| nsamp[k] = ncor | ||
| indt = indt[1:ncor] | ||
| indtt = indtt[1:ncor] | ||
| xx = xd[indt] * xd[indtt] | ||
| xxt = fft(xx)/ncor | ||
| xxt2 = abs(xxt)^2 | ||
| kindex = seq(1, floor((ncor + 2 * ncorper)/2), ncorper) | ||
| nk = length(kindex) | ||
| Bkhat[, k] = xxt[kindex] | ||
| if (lag < 0) { | ||
| phase_correction = exp(i * 2 * pi * (kindex - | ||
| 1) * lag/ncor) | ||
| Bkhat[, k] = Bkhat[, k] * phase_correction | ||
| } | ||
| if (meth == 0) { | ||
| kgood = setdiff(seq(1, floor(ncor/2)), kindex) | ||
| for (kk in 1:length(kindex)) { | ||
| if (kk == 1) { | ||
| n1[kk, k] = 1 | ||
| } | ||
| else { | ||
| n1[kk, k] = 2 | ||
| } | ||
| n2[kk, k] = 2 * length(kgood) | ||
| backav = sum(xxt2[kgood])/n2[kk, k] | ||
| num = (abs(Bkhat[kk, k])^2)/n1[kk, k] | ||
| fratio[kk, k] = num/backav | ||
| pvec[kk, k] = 1 - pf(fratio[kk, k], n1[kk, | ||
| k], n2[kk, k]) | ||
| } | ||
| } | ||
| else { | ||
| if (meth >= ncorper) { | ||
| meth = 2 * floor((ncorper - 1)/2) | ||
| } | ||
| half = floor(meth/2) | ||
| for (kk in 1:length(kindex)) { | ||
| if (kk == 1) { | ||
| kgood = seq(2, (half + 1)) | ||
| n1[kk, k] = 1 | ||
| } | ||
| else { | ||
| if (T%%2 == 0 & kk == length(kindex)) { | ||
| center = kk * ncorper | ||
| kgood = seq((center - half), (center - | ||
| 1)) | ||
| n1[kk, k] = 1 | ||
| } | ||
| else { | ||
| center = kk * ncorper | ||
| kgood = c(seq((center - half), (center - | ||
| 1)), seq((center + 1), (center + half))) | ||
| n1[kk, k] = 2 | ||
| } | ||
| } | ||
| n2[kk, k] = 2 * length(kgood) | ||
| backav = sum(xxt2[kgood])/n2[kk, k] | ||
| num = (abs(Bkhat[kk, k])^2)/n1[kk, k] | ||
| fratio[kk, k] = num/backav | ||
| pvec[kk, k] = 1 - pf(fratio[kk, k], n1[kk, | ||
| k], n2[kk, k]) | ||
| } | ||
| } | ||
| } | ||
| if (printflg) { | ||
| for (k in 1:numtau) { | ||
| cat(paste("\n")) | ||
| cat(paste("Bcoeffs for", datastr, "lag=", tau[k],"\n")) | ||
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| nout= floor((T+2)/2) | ||
| nx=length(x) | ||
| pmean1<-matrix(0,nx,1) | ||
| pmean<-matrix(0,T,1) | ||
| numtau=length(tau) | ||
| Bkhat<-matrix(0,nout,numtau) | ||
| Rhokhat<-matrix(0,nout,numtau) | ||
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| n1<-matrix(1,nout,numtau) | ||
| n2<-matrix(1,nout,numtau) | ||
| fratio<-matrix(1,nout,numtau) | ||
| pvec<-matrix(1,nout,numtau) | ||
| nsamp<-matrix(0,1,numtau) | ||
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| if (is.nan( missval)) | ||
| {missisnan=1 | ||
| imissx=x[(is.nan(x))] | ||
| } else { | ||
| missisnan=0 | ||
| imissx=x[x==missval] } | ||
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| nmissx=length(imissx) | ||
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| for (i in 1:T) | ||
| { index=seq(i,nx,T) | ||
| z=x[index] | ||
| if (missisnan) | ||
| { igood=which(!is.nan(z)) | ||
| imiss=which(is.nan(z)) | ||
| } else { | ||
| igood=which((z!=missval)) | ||
| imiss=which((z==missval)) | ||
| } | ||
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| z=z[igood] | ||
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| pmean[i]=mean(z) | ||
| x[index[imiss]]=pmean[i] | ||
| pmean1[index]=pmean[i] | ||
| } | ||
| xd=x-pmean1 | ||
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| for (k in 1:numtau) | ||
| { lag=tau[k] | ||
| alag=abs(lag) | ||
| indt=seq(1,(nx-alag)) | ||
| indtt=seq((1+alag),nx) | ||
| corlen=length(indt) | ||
| ncorper=floor(corlen/T) | ||
| ncor=ncorper*T | ||
| nsamp[k]=ncor | ||
| indt=indt[1:ncor] | ||
| indtt=indtt[1:ncor] | ||
| xx=xd[indt]*xd[indtt] | ||
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| xxt=fft(xx)/ncor | ||
| xxt2=abs(xxt)^2 | ||
| kindex=seq(1,floor((ncor+2*ncorper)/2),ncorper) | ||
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| nk=length(kindex) | ||
| Bkhat[,k]=xxt[kindex] | ||
| if (lag < 0) | ||
| { phase_correction=exp(i*2*pi*(kindex-1)*lag/ncor) | ||
| Bkhat[,k]=Bkhat[,k]*phase_correction} | ||
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| if (meth==0) | ||
| { kgood=setdiff(seq(1,floor(ncor/2)),kindex) | ||
| for (kk in 1:length(kindex)) | ||
| { if (kk==1) | ||
| {n1[kk,k]=1 | ||
| } else { | ||
| n1[kk,k]=2} | ||
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| n2[kk,k]=2*length(kgood) | ||
| backav=sum(xxt2[kgood])/n2[kk,k] | ||
| num=(abs(Bkhat[kk,k])^2)/n1[kk,k] | ||
| fratio[kk,k]=num/backav | ||
| pvec[kk,k]=1-pf(fratio[kk,k],n1[kk,k],n2[kk,k]) | ||
| } | ||
| } else { | ||
| if (meth >= ncorper) | ||
| {meth=2*floor((ncorper-1)/2)} | ||
| half=floor(meth/2) | ||
| for (kk in 1:length(kindex)) | ||
| {if (kk==1) | ||
| {kgood=seq(2,(half+1)) | ||
| n1[kk,k]=1 | ||
| } else { | ||
| if (T %% 2 ==0 & kk==length(kindex)) | ||
| { center=kk*ncorper | ||
| kgood=seq((center-half),(center-1)) | ||
| n1[kk,k]=1 | ||
| }else { | ||
| center=kk*ncorper | ||
| kgood=c(seq((center-half),(center-1)),seq((center+1),(center+half))) | ||
| n1[kk,k]=2 | ||
| } | ||
| } | ||
| n2[kk,k]=2*length(kgood) | ||
| backav=sum(xxt2[kgood])/n2[kk,k] | ||
| num=(abs(Bkhat[kk,k])^2)/n1[kk,k] | ||
| fratio[kk,k]=num/backav | ||
| pvec[kk,k]=1-pf(fratio[kk,k],n1[kk,k],n2[kk,k]) | ||
| } | ||
| } | ||
| } | ||
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| if ( printflg) | ||
| { for (k in 1:numtau) | ||
| { cat(paste('Bcoeffs for',datastr, 'lag=',tau[k],'\n')) | ||
| cat('k reB_k imB_k n1 n2 Fratio pv','\n') | ||
| for (kk in 1:dim(pvec)[1]) | ||
| { cat(paste(kk-1,Re(Bkhat[kk,k]),Im(Bkhat[kk,k]),n1[kk,k],n2[kk,k],fratio[kk,k], pvec[kk,k],'\n'))} | ||
| } | ||
| } | ||
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| result = list(Bkhat = Bkhat, nsamp = nsamp, n1 = n1, | ||
| detail <- matrix(c(Re(Bkhat[,k]), Im(Bkhat[,k]), n1[,k], n2[,k], fratio[,k],pvec[,k]),ncol=6) | ||
| colnames(detail) <- c( "reB_k"," imB_k ", "n1", "n2", "Fratio", "pv") | ||
| row.names(detail)<-paste("k=",seq(0,(length(kindex)-1)), sep="") | ||
| print(detail) | ||
| } | ||
| } | ||
| result = list(Bkhat = Bkhat, nsamp = nsamp, n1 = n1, | ||
| n2 = n2, fratio = fratio, pvec = pvec) | ||
| class(result) = "Bcoeff" | ||
| result | ||
| } | ||
| } | ||
| L <- modifyList(list(printflg = 1, meth = 0), list(x = x, | ||
| T = T, tau = tau, missval = missval, datastr = datastr, | ||
| ...)) | ||
| do.call(Bcoeff_full, L) | ||
| } | ||
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