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acor.tune <- function(y, x, a = c(-1, 1), type = "dcor") {
runtime <- proc.time()
if ( type == "cancor1" ) {
pa <- function(a, y, x) sum( log( 1 - acor( y, x, a, type = "cancor" )^2 ) )
alfa <- optimize( pa, a, y = y, x = x, maximum = TRUE )
} else if ( type == "cancor2" ) {
pa <- function(a, y, x) acor( y, x, a, type = "cancor" )[1]
alfa <- optimize( pa, a, y = y, x = x, maximum = TRUE )
} else if ( type == "dcor" ) {
pa <- function(a, y, x) acor( y, x, a, type = "dcor" )
alfa <- optimize( pa, a, y = y, x = x, maximum = TRUE )
}
runtime <- proc.time() - runtime
list( alfa = alfa$maximum, acor = alfa$objective, runtime = runtime )
}
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