pcme.tests {pcme} | R Documentation |
Given a periodic autocovariance function, declare subsets of coefficients to be missing and maximise the entropy. Mainly for testing and examples.
pcme.test1(r, ...) pcme.testcombn(r, w = 1, ...)
r |
the periodic autocovariance function, a numeric matrix. |
w |
size of gaps subsets, a numeric vector, see Details. |
... |
parameters to be passed to the entropy maximisation function. |
pcme.test1
solves a sequence of maximum entropy (ME) problems with
one gap. The gap is set to each of the non-zero lags, in turn.
pcme.testcombn
solves a sequence of maximum entropy problems with
number of gaps given by w
. All subsets of w
elements
are considered. If w
is a vector, then this is done for each
element of w
. Subsets of all lengths may be requested by
setting w="all"
.
For pcme.test1
, a matrix whose (s,l)th element is the
entropy of the ME solution when the gap is set to (s,l).
For pcme.testcombn
, a list of the entropies. Each entropy has
attibutes gaps
and gapslist
giving the gaps as a matrix
and list, respectively.
We used these functions as a basis for bulk testing.
Setting w="all"
is convenient but there may be many, many
subsets to go through...
Georgi Boshnakov
Boshnakov, Georgi and Lambert-Lacroix, Sophie (2009?) Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients. J. Time Series Anal. (to appear)
data(pcme.paperex) resex1 <- pcme.test1(pcme.paperex$rex1) resexAll <- pcme.testcombn(pcme.paperex$rex1,"all") data(pcme.someex) pcme.testcombn(pcme.someex$r1,1) pcme.testcombn(pcme.someex$r1,1:2) resr1 <- pcme.testcombn(pcme.someex$r1,"all")