https://github.com/cran/ltsa
Revision 0a03bbb7cf19e479dc77592ed09621eeb8afb470 authored by A.I. McLeod on 21 December 2015, 08:55:04 UTC, committed by cran-robot on 21 December 2015, 08:55:04 UTC
1 parent 83deceb
Tip revision: 0a03bbb7cf19e479dc77592ed09621eeb8afb470 authored by A.I. McLeod on 21 December 2015, 08:55:04 UTC
version 1.4.6
version 1.4.6
Tip revision: 0a03bbb
DHSimulate.R
"DHSimulate" <-
function(n, r, ReportTestOnly=FALSE, rand.gen=rnorm, ...){
m <- length(r)
N <- 2^ceiling(log(n-1,base=2))
if (n == m-1)
acvf <- r
else
acvf <- c(r,rep(0,N-m+1))
d <- c(acvf,rev(acvf[-1])[-1])
g <- Re(fft(d))
test <- any(g<0)
if (ReportTestOnly)
return(!test)
if (test)
stop("Davies-Harte nonnegativity condition not valid")
Z<-complex(real = rand.gen(N-1, ...), imaginary = rand.gen(N-1, ...))
Z2<-2+sqrt(2)*rand.gen(2, ...)
Z<-c(Z2[1],Z,Z2[2],Conj(rev(Z)))
X<-Re(fft(sqrt(g)*Z,inverse=TRUE))/sqrt(2*N)
z<-X[1:n]/sqrt(2)
z
}
Computing file changes ...
