# 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 # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTIONS: DESCRIPTION: # fgnTrueacf Returns FGN true autocorrelation function # fgnTruefft Returns FGN true fast Fourier transform # farimaTrueacf Returns FARMA true autocorrelation function # farimaTruefft Returns FARMA true fast Fourier transform ################################################################################ test.fgnTrueacf = function() { # Try: # farimaStatsSlider() # fgnStatsSlider() # FGN True ACF: ans = fgnTrueacf(n = 1000, H = 0.7)[1:5] print(ans) target = round(sum(ans), 2) print(target) current = 1.78 checkEquals(target, current) # Return Value: return() } # ------------------------------------------------------------------------------ test.fgnTruefft = function() { # FGN True FFT: ans = fgnTruefft(n = 1000, H = 0.7)[1:3] print(ans) target = Re(round(sum(ans), 2)) print(target) current = 40.19 checkEquals(target, current) # Return Value: return() } ################################################################################