https://github.com/cran/tseries
Tip revision: 9fbc061b55cdd1ad1d9cbbe93abdfbc188fe388a authored by Kurt Hornik on 14 November 2010, 00:00:00 UTC
version 0.10-23
version 0.10-23
Tip revision: 9fbc061
ppsum.c
/* Copyright (C) 1997-2000 Adrian Trapletti
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Library General Public
License as published by the Free Software Foundation; either
version 2 of the License, or (at your option) any later version.
This library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Library General Public License for more details.
You should have received a copy of the GNU Library General Public
License along with this library; if not, write to the Free
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
efficient computation of the sums involved in the Phillips-Perron tests */
void R_pp_sum (double* u, int* n, int* l, double* sum)
{
int i, j;
double tmp1, tmp2;
tmp1 = 0.0;
for (i=1; i<=(*l); i++)
{
tmp2 = 0.0;
for (j=i; j<(*n); j++)
{
tmp2 += u[j]*u[j-i];
}
tmp2 *= 1.0-((double)i/((double)(*l)+1.0));
tmp1 += tmp2;
}
tmp1 /= (double)(*n);
tmp1 *= 2.0;
(*sum) += tmp1;
}