/* Copyright (C) 1997-1999 Adrian Trapletti Copyright (C) 2012 The R Core Team 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, a copy is available at https://www.R-project.org/Licenses/ */ #include #include static double R_pp_sum (double *u, int n, int l) { double tmp1, tmp2; tmp1 = 0.0; for (int i = 1; i <= l; i++) { tmp2 = 0.0; for (int j = i; j < n; j++) tmp2 += u[j] * u[j-i]; tmp2 *= 1.0 - i/(l + 1.0); tmp1 += tmp2; } return 2.0 * tmp1 / n; } #include SEXP pp_sum(SEXP u, SEXP sl) { u = PROTECT(coerceVector(u, REALSXP)); int n = LENGTH(u), l = asInteger(sl); double trm = R_pp_sum(REAL(u), n, l); UNPROTECT(1); return ScalarReal(trm); } SEXP intgrt_vec(SEXP x, SEXP xi, SEXP slag) { x = PROTECT(coerceVector(x, REALSXP)); xi = PROTECT(coerceVector(xi, REALSXP)); int n = LENGTH(x), lag = asInteger(slag); SEXP ans = PROTECT(allocVector(REALSXP, n + lag)); double *rx = REAL(x), *y = REAL(ans); Memzero(y, n + lag); Memcpy(y, REAL(xi), lag); for (int i = lag; i < lag + n; i++) y[i] = rx[i - lag] + y[i - lag]; UNPROTECT(3); return ans; }