Nothing
#' @keywords internal
sync <-
function (x)
{
k <- nrow(x[[1]])
h <- length(x)
out1 <- matrix(0, h * nrow(x[[1]]), ncol(x[[1]]))
out <- vector()
for (i in 1:h) out[((k^2) * (i - 1) + 1):(i * (k^2))] <- vec(x[[i]])
R <- id(k * (k * h))
for (l in 1:(h * k^2)) R[l, l] <- out[l]
R
}
#' @keywords internal
vec <-
function (a)
{
out <- vector()
k <- nrow(a)
for (i in 1:k) {
for (j in 1:ncol(a)) out[i + (j - 1) * k] <- a[i, j]
}
out
}
#' @keywords internal
unvec <-
function (a, k, p)
{
out <- matrix(0, k, k * p)
for (i in 1:k) {
for (j in 1:(k * p)) out[i, j] <- a[i + (j - 1) * k]
}
out
}
#' @keywords internal
id <-
function (k)
{
mat <- matrix(0, k, k)
for (i in 1:k) {
for (j in 1:k) mat[i, j] <- ifelse(i == j, 1, 0)
}
mat
}
#' @keywords internal
modarma <-
function (x, p, q, passo, n1, n, simul, lsign, graph = F)
{
m <- arima(x, order = c(p, 0, q), method = "ML")
stdev = vector()
for (e in 1:(p + q)) stdev[e] = sqrt(m$var.coef[e, e])
mAR = vector()
if (p > 0)
for (i in 1:p) mAR[i] = m$coef[i]
else mAR = 0
mMA = vector()
if (q > 0)
for (j in 1:q) mMA[j] = m$coef[p + j]
else mMA = 0
m1 <- list(series = c("x1$des"), model = list(order = c(p,
0, q), ar = c(mAR), ma = c(-mMA)))
m2 = m$residuals
if (p == 0) {
E <- Mainf1(c(m1$model$ma), c(0), n1)
}
if (q == 0) {
E <- Mainf1(c(0), c(m1$model$ar), n1)
}
if (p != 0 && q != 0) {
E <- Mainf1(c(m1$model$ma), c(m1$model$ar), n1)
}
np <- p + q
lung <- length(m2)
residui <- m2[(p + 1):lung]
lung <- length(residui)
lung1 <- lung + 1
se <- var(residui)
sm <- var(x)
Test <- PortBIC(residui, np, se, sm, passo, plot = graph,
lsign = lsign)
if (simul) {
sim1 <- list()
for (i in 1:n) {
if (p == 1)
st <- t(startvalue(var(x), 1, 1))
else st <- t(startvalue(sigmaZ(x, p), 1, p))
sima <- sample(residui)
simb <- sample(residui)
sim1[[i]] <- filter(c(sima, simb), E, sides = 1)[(lung +
1):(lung * 2)]
sim1[[i]] <- c(st, sim1[[i]])
}
}
results <- list()
results$residui <- residui
results$BIC <- Test
results$para <- m1$model
results$stdev <- stdev
if (simul)
results$simulazioni <- sim1
return(results)
}
#' @keywords internal
modfarma <-
function (serie, pp, qq, passo, n, n1, simul, lsign, graph = F)
{
a1 <- fracdiff(serie, nar = pp, nma = qq, drange = c(0, 0.5))
stdev = a1$stderror.dpq
pietra <- list(parameter = list(d = a1$d, AR = c(a1$ar),
MA = c(a1$ma)))
a2 <- farima.err(serie, pietra)
a2 <- a2[(pp + 1):(length(serie))]
a3 <- PortBIC(a2, pp + qq + 1, var(a2), var(serie), passo = passo,
plot = graph, lsign = lsign)
if (simul) {
if (pp == 0 && qq == 0)
E <- Mainf3(c(0), c(0), a1$d, n1)
if (pp == 0 && qq != 0)
E <- Mainf3(c(0), c(a1$ma), a1$d, n1)
if (qq == 0 && pp != 0)
E <- Mainf3(c(a1$ar), c(0), a1$d, n1)
if (pp != 0 && qq != 0)
E <- Mainf3(c(a1$ar), c(a1$ma), a1$d, n1)
lung <- length(a2)
lung1 <- lung + 1
sim1 <- list()
for (i in 1:n) {
sima <- sample(a2)
simb <- sample(a2)
sim1[[i]] <- filter(c(sima, simb), E, sides = 1)[(lung1 -
pp):((lung) * 2)]
}
}
results <- list()
results <- pietra
results$residui <- a2
results$BIC <- a3
results$stdev <- stdev
if (simul)
results$simulazioni <- sim1
return(results)
}
#' @keywords internal
Stagiona <-
function (x, xsim, fre, outer, s.win, svar, sim, par)
{
x1 <- ts(x, frequency = fre)
x2 <- stlstu(x1, outer = outer, s.window = s.win, svar.window = svar,
var = T)
compm <- x2$seas
compv <- x2$var
x3 <- prova1(x, compm, fre)
x4 <- x3 - mean(x)
x5 <- prova4(x4, compv, fre)
if (sim == 1) {
npr <- length(xsim) + par
xsim0 <- numeric(npr)
xsim0[1:(npr - par)] <- xsim
xsim1 <- prova2(xsim0, compv, fre)
xsim2 <- prova7(xsim1, compm, fre)
xsim3 <- xsim2 + mean(x)
}
results <- list()
results$des <- x5
if (sim == 1)
results$stag <- xsim3
results$M <- compm
results$V <- compv
return(results)
}
#' @keywords internal
arfimainf <-
function (phi, theta, d, n)
{
tot <- numeric(n)
dinf <- coeffd2(170, d)
arinf <- Arinf(phi, theta, n)
tot <- Prodpoly1(dinf, arinf)
tot[1:n]
}
#' @keywords internal
Arinf <-
function (phi, theta, n)
{
p <- length(phi)
q <- length(theta)
if (q == 0) {
q <- 1
theta <- numeric(q)
}
pi <- numeric(n + q + 1)
pi[q + 1] <- -1
for (j in 1:n) {
appo <- 0
for (k in 1:q) {
appo <- appo + theta[k] * pi[j - k + q + 1]
}
if (j <= p) {
pi[j + q + 1] <- phi[j] + appo
}
else {
pi[j + q + 1] <- appo
}
}
-pi[(q + 1):(n + q + 1)]
}
#' @keywords internal
farima.err <-
function (data, pietra)
{
pr10546 <- filter.frac(data, (pietra$parameter$d))
pr31 <- list()
if (is.null(pietra$parameter$AR) == T & is.null(pietra$parameter$MA) ==
T) {
return(pr10546)
}
assign("pr10546", pr10546)
pr31$series = pr10546
if (is.null(pietra$parameter$AR) == T & is.null(pietra$parameter$MA) ==
F) {
pr31$model$order <- c(0, 0, (length(pietra$parameter$MA)))
pr31$model$ma <- pietra$parameter$MA
}
if (is.null(pietra$parameter$AR) == F & is.null(pietra$parameter$MA) ==
T) {
pr31$model$order <- c((length(pietra$parameter$AR)),
0, 0)
pr31$model$ar <- pietra$parameter$AR
}
if (is.null(pietra$parameter$AR) == F & is.null(pietra$parameter$MA) ==
F) {
pr31$model$order <- c((length(pietra$parameter$AR)),
0, (length(pietra$parameter$MA)))
pr31$model$ar <- pietra$parameter$AR
pr31$model$ma <- pietra$parameter$MA
}
pr31$model$ndiff <- 0
pr32 <- arima(pr31$series, order = pr31$model$order)
remove("pr10546")
return(pr32$residuals)
}
#' @keywords internal
Mainf1 <-
function (theta, phi, n1)
{
q <- length(theta)
p <- length(phi)
psi <- numeric(n1 + p + 1)
psi[p + 1] <- -1
for (j in 1:n1) {
appo <- 0
for (k in 1:p) {
appo <- appo + phi[k] * psi[j - k + p + 1]
}
if (j <= q) {
psi[j + p + 1] <- theta[j] + appo
}
else {
psi[j + p + 1] <- appo
}
}
-psi[(p + 1):(n1 + p + 1)]
}
#' @keywords internal
Mainf3 <-
function (phi, theta, d, n)
{
appo1 <- numeric()
arfimainf <- arfimainf(phi, theta, d, n)
appo <- length(arfimainf)
appo1 <- -arfimainf[2:appo]
Mainf2 <- Mainf1(c(0), appo1, n - 1)
Mainf2 <- Mainf2[1:n]
Mainf2
}
#' @keywords internal
prova1 <-
function (x, a, frequency)
{
n <- length(x)
N <- n/frequency
a1 <- numeric(n)
a2 <- numeric(n)
for (i in 0:(N - 1)) {
for (j in 1:frequency) {
a1[j + i * frequency] <- a[j]
}
}
a2 <- x - a1
a2
}
#' @keywords internal
prova2 <-
function (x, a, frequency)
{
n <- length(x)
x1 <- x
N <- n/frequency
a1 <- numeric(n)
a2 <- numeric(n)
for (i in 0:(N - 1)) {
for (j in 1:frequency) {
a1[j + i * frequency] <- a[j]
}
}
a2 <- x1 * a1
a2
}
#' @keywords internal
prova4 <-
function (x, a, frequency)
{
n <- length(x)
N <- n/frequency
a1 <- numeric(n)
a2 <- numeric(n)
for (i in 0:(N - 1)) {
for (j in 1:frequency) {
a1[j + i * frequency] <- a[j]
}
}
a2 <- x/a1
a2
}
#' @keywords internal
prova7 <-
function (x, a, frequency)
{
n <- length(x)
N <- n/frequency
a1 <- numeric(n)
a2 <- numeric(n)
for (i in 0:(N - 1)) {
for (j in 1:frequency) {
a1[j + i * frequency] <- a[j]
}
}
a2 <- x + a1
a2
}
#' @keywords internal
coeffd2 <-
function (n, d)
{
co <- numeric(n + 1)
co[1] <- 1
for (i in 1:n) {
co[i + 1] <- (((-1)^i) * gamma(d + 1))/(gamma(i + 1) *
gamma(d - i + 1))
}
co
}
#' @keywords internal
filter.frac <-
function (xinput, d)
{
n <- length(xinput)
b <- c()
b <- bd1(n, d)
x <- xinput
x <- c(x * 0, x)
if (n <= (length(b)))
r <- filter(x, b[1:n], sides = 1)[(n + 1):(2 * n)]
if (n > (length(b)))
r <- filter(x, b, sides = 1)[(n + 1):(2 * n)]
return(r)
}
#' @keywords internal
bd1 <-
function (n, d)
{
if (d == 0) {
result <- c(1, rep(0, n - 1))
}
else {
result <- c(1, gamma(1:50 - d)/(gamma(1:50 + 1) * gamma(-d)))
result <- c(result, (51:(n - 1))^(-d - 1)/gamma(-d))
}
drop(cbind(result))
}
#' @keywords internal
Prodpoly1 <-
function (a, b)
{
p <- length(a)
q <- length(b)
a <- c(a, numeric(q - p))
p <- length(a)
c <- numeric(p + q - 1)
b <- b[q:1]
d <- matrix(0, p, q)
d <- outer(a, b, "*")
c <- somdiag(d)
c
}
#' @keywords internal
stlstu <-
function (data, outer = 0, s.window = 1, svar.window = 1, var = F)
{
if (is.ts(data) == F) {
cat("Errore. I dati non sono una serie temporale", fill = T)
return()
}
data1 = data - mean(data)
pr1 = cycle(data1)
pr2 = tapply(data1, pr1, mean)
pr2 = pr2 - mean(pr2)
pr12 = pr2
if (outer > 0) {
for (i in 1:outer) {
pr3 = rep(pr2, len = length(data1))
pr4 = data1 - pr3
pr5 = abs(pr4)
pr6 = 6 * median(pr5)
pr6v = 36 * median(pr5)
pr7 = pr5/pr6
pr7v = pr5/pr6v
pr7[pr7 > 1] = 1
pr7v[pr7v > 1] = 1
pr8 = (1 - pr7^2)^2
pr8v = (1 - pr7v^2)^2
pr9 = data1 * pr8
pr9v = data1 * pr8v
pr10 = tapply(pr8, pr1, sum)
pr10v = tapply(pr8v, pr1, sum)
pr11 = tapply(pr9, pr1, sum)
pr12 = pr11/pr10
pr12 = pr12 - mean(pr12)
pr2 = pr12
}
}
if (s.window != 1) {
pr12 = rep(pr12, 3)
loess.control(trace.hat = "approximate")
pr12 = loess.smooth(seq(1, length(pr12)), pr12, evaluation = length(pr12),
span = s.window/length(pr12), )$y
pr12 = pr12[(length(pr12)/3 + 1):(length(pr12) * 2/3)]
}
if (var == T) {
pv1 = tapply(data1, pr1, var)
if (outer > 0) {
pv2 = tapply(pr9v, pr1, mean)
pv2 = rep(pv2, len = length(data1))
pv2 = (pr9v - pv2)^2
pv3 = tapply(pv2, pr1, sum)
pv4 = pv3/pr10v
pv11 = (length(data1)/frequency(data1))
pv1 = pv4 * pv11/(pv11 - 1)
}
}
if (svar.window != 1) {
pv1 = rep(pv1, 3)
loess.control(trace.hat = "approximate")
pv1 = loess.smooth(seq(1, length(pv1)), pv1, evaluation = length(pv1),
span = svar.window/length(pv1), )$y
pv1 = pv1[(length(pv1)/3 + 1):(length(pv1) * 2/3)]
}
pr13 = list()
pr13$seas = pr12
if (outer > 0)
pr13$we = pr8
if (var == T)
pr13$var = sqrt(pv1)
return(pr13)
}
#' @keywords internal
multides <-
function (x, smean, svar, fre, outer)
{
k <- ncol(x)
out <- matrix(0, nrow(x), k)
for (i in 1:k) {
stag <- Stagiona(x[, i], x[, i], fre, outer, smean,
svar, 0, 0)
out[, i] <- stag$des
}
out
}
#' @keywords internal
multipro <-
function (x, y)
{
k <- ncol(x)
output <- matrix(0, nrow(x), k)
for (i in 1:k) output[, i] <- rain.adapt(x[, i], y[, i],
i)
output
}
#' @keywords internal
multistag <-
function (xsim, x, smean, svar, fre, outer)
{
k <- ncol(x)
out <- matrix(0, nrow(x), k)
for (i in 1:k) {
stag <- Stagiona(x[, i], xsim[, i], fre, outer, smean,
svar, 1, 0)
out[, i] <- stag$stag
}
out
}
#' @keywords internal
permres <-
function (res)
{
pres <- matrix(0, nrow(res), ncol(res))
for (t in 1:ncol(res)) {
pres[, t] <- sample(res[, t])
}
pres
}
#' @keywords internal
PortBIC <-
function (x, np, sigmaR, sigmaS, passo = passo, lsign = 0.95,
plot = F)
{
n <- length(x)
a <- numeric(passo)
if (plot) {
dev.new()
plot(acf(x, passo), main = "ACF Residuals")
}
a1 <- acf(x, passo, plot = F)
a <- a1$acf[2:(passo + 1)]
a2 <- a^2
Q <- n * sum(a2)
npar <- np
g <- passo - npar
Tchi <- qchisq(lsign, g)
BIC <- (n - npar) * log((n * sigmaR)/(n - npar)) + npar *
log((n * (sigmaS - sigmaR))/npar)
results <- list()
results$Q <- Q
results$DistrChi <- Tchi
results$BIC <- BIC
return(results)
}
#' @keywords internal
Portmanteau <-
function (res, lag)
{
ac <- acf(res, lag.max = lag, type = "covariance", plot = F)$acf
a0 <- solve(ac[1, , ])
P <- 0
for (i in 2:(lag + 1)) {
P <- P + sum(diag(t(ac[i, , ]) %*% a0 %*% ac[i, , ] %*%
a0))
}
dim(res)[1] * P
}
#' @keywords internal
restrict <-
function (x, y, n, prob)
{
prob = (1 - (1 - prob)/2)
k <- nrow(x[[1]])
l <- length(x)
subset <- list()
for (p in 1:l) {
subset[[p]] <- matrix(0, k, k)
for (i in 1:k) {
for (j in 1:k) if (l == 1)
subset[[p]][i, j] <- ifelse(abs(x[[p]][i, j]/y[i,
j]) >= qt(prob, (n - k * l - 1)), 1, 0)
else subset[[p]][i, j] <- ifelse(abs(x[[p]][i, j]/y[[p]][i,
j]) >= qt(prob, (n - k * l - 1)), 1, 0)
}
}
subset
}
#' @keywords internal
sigmaZ <-
function (x, p)
{
s <- list()
u <- list()
for (i in 0:(p - 1)) s[[i + p]] <- acf(x, lag.max = p, type = "covariance", plot = F)$acf[i + 1, , ]
for (j in 0:(p - 1)) s[[j + 1]] <- t(s[[2 * p - j - 1]])
for (g in p:1) {
u[[g]] <- s[[g]]
for (e in (g + 1):(g + p - 1)) u[[g]] <- cbind(u[[g]],
s[[e]])
}
y <- u[[p]]
if (p > 1) {
for (f in (p - 1):1) y <- rbind(y, u[[f]])
}
if (p == 1)
y <- acf(x, lag.max = p, type = "covariance", plot = F)$acf[1, , ]
y
}
#' @keywords internal
simvar <-
function (coeff, sigZ, residui, n, b, p, nsim, dipperm)
{
w <- list()
for (y in 1:nsim) {
st <- startvalue(sigZ, b, p)
sim <- matrix(0, b, n)
appo <- matrix(0, b, n)
res <- permres(residui)
if (dipperm == 1) {
res <- dippermres(residui)
}
for (g in 1:p) {
sim[, g] <- st[, (p - g + 1)]
}
for (j in (p + 1):n) {
for (i in 1:length(coeff)) {
appo[, j] <- appo[, j] + coeff[[i]] %*% sim[,
j - i]
}
sim[, j] <- appo[, j] + t(res)[, j - p]
}
w[[y]] <- t(sim)
}
w
}
#' @keywords internal
somdiag <-
function (x)
{
a <- ncol(x)
n <- a * 2 - 1
c <- numeric(n)
c[1] <- x[1, a]
c[n] <- x[a, 1]
nu <- (2 * a - 4)/2 + 1
for (i in 1:(n - 2)) {
if (i < (nu)) {
c[i + 1] <- sum(diag(x[1:(i + 1), (a - i):a]))
}
if (i == (nu)) {
c[i + 1] <- sum(diag(x))
}
if (i > (nu)) {
c[i + 1] <- sum(diag(x[(1 + i - nu):a, 1:(a - i +
nu)]))
}
}
c
}
#' @keywords internal
startvalue <-
function (Corrmatrix, k, p)
{
appo <- vector()
norm1 <- matrix(0, k, p)
h <- t(chol(Corrmatrix)) %*% rnorm(k * p)
for (i in 1:p) {
for (j in 1:k) {
appo[j] <- h[k * (i - 1) + j, 1]
}
norm1[, i] <- appo
}
norm1
}
#' @keywords internal
varcoeff <-
function (k, p, x1)
{
varc <- list(k)
appo <- matrix(0, k, k)
for (j in 1:p) {
for (i in 1:k) {
if (k == 1)
appo[i, ] <- x1$ar[j]
else appo[i, ] <- x1$ar[j, , i]
}
varc[[j]] <- t(appo)
}
varc
}
#' @keywords internal
zero <-
function (k)
{
mat <- matrix(0, k, k)
for (i in 1:k) {
for (j in 1:k) mat[i, j] <- ifelse(i == j, 0, 0)
}
mat
}
#' @keywords internal
Corrmatrix <-
function (x, p, lag)
{
y <- acf(x, lag.max = p, plot = F)$acf[lag + 1, , ]
y
}
#' @keywords internal
dippermres <-
function (res)
{
h <- sample(time(res))
pdres <- matrix(0, nrow(res), ncol(res))
for (i in 1:nrow(res)) pdres[h[i], ] <- res[i, ]
pdres
}
#' @keywords internal
count <-
function (x)
{
c <- 0
for (i in 1:nrow(x)) c <- c + ifelse(x[i, i] == 1, 1, 0)
c
}
#' @keywords internal
contaleva <-
function (x, a, ser)
{
y <- Levaneg(a)
c1 <- Contazeri(x)
appo2 = 0
i = 0
while (appo2 < c1) {
c <- 0.1 * i
appo <- y - c
appo2 <- Contazeri(Levaneg(appo))
cfinb <- c
cfina <- c - 0.1
i = i + 1
}
cat("series", ser, "\n")
cat("constant fraquency about", cfina, "\n")
cat("and ", cfinb, "\n")
sappo2 = Contazeri(Levaneg(y - cfina))
i = 0
while (sappo2 < c1) {
c <- cfina + 0.01 * i
sappo <- y - c
sappo2 <- Contazeri(Levaneg(sappo))
c2finb <- c
c2fina <- c - 0.01
i = i + 1
}
cat("constant frequency about", c2fina, "\n")
cat("and", c2finb, "\n")
stappo2 = Contazeri(Levaneg(y - c2fina))
i = 0
while (stappo2 < c1) {
c <- c2fina + 0.001 * i
stappo <- y - c
stappo2 <- Contazeri(Levaneg(stappo))
c3finb <- c
c3fina <- c - 0.001
i = i + 1
}
cfinale <- (c3fina + c3finb)/2
cat("final constant frequency:", cfinale, "\n")
cfinale = ifelse((cfinale > 0), cfinale, 0)
cfinale
}
#' @keywords internal
Levaneg <-
function (x)
{
n <- length(x)
for (i in 1:n) {
if (x[i] < 0)
x[i] <- 0
}
x
}
#' @keywords internal
aggiusta <-
function (x, c)
{
n <- length(x)
for (i in 1:n) {
if (x[i] != 0)
x[i] <- x[i] + c
}
x
}
#' @keywords internal
aggiustam <-
function (x, a, ser)
{
n <- length(a)
arid <- numeric()
x1 <- sum(x)
a1 <- sum(a)
conta <- 0
for (i in 1:n) {
if (a[i] != 0) {
conta <- conta + 1
arid[conta] <- a[i]
}
}
if (a1 < x1) {
i = 0
x4 = 0
while (x4 < x1) {
c <- 0.1 * i
x3 <- arid + c
x4 <- sum(x3)
cfinb <- c
cfina <- c - 0.1
i = i + 1
}
cat("series:", ser, "\n")
cat("constant volume about", cfina, "\n")
cat("and", cfinb, "\n")
ii = 0
x4a = sum(arid + cfina)
while (x4a < x1) {
cn <- 1e-06 * ii + cfina
x3a <- arid + cn
x4a <- sum(x3a)
cnfinb <- cn
cnfina <- cn - 1e-06
ii = ii + 1
}
cvfin <- ((cnfinb + cnfina))/2
}
if (a1 > x1) {
i = 0
x4 = x1 + 1
while (x4 > x1) {
c <- 0.1 * i
x3 <- arid - c
x4 <- sum(x3)
cfinb <- c
cfina <- c - 0.1
i = i + 1
}
cat("series:", ser, "\n")
cat("costant volume about", cfina, "\n")
cat("and", cfinb, "\n")
ii = 0
x4a = sum(arid + cfina)
while (x4a > x1) {
cn <- 1e-06 * ii + cfina
x3a <- arid - cn
x4a <- sum(x3a)
cnfina <- cn
cnfinb <- cn + 1e-06
ii = ii + 1
}
cvfin <- ((cnfinb + cnfina))/2
}
cat("final constant volume:", cvfin, "\n")
cvfin
}
#'@keywords internal
Contazeri <-
function (x)
{
conta <- 0
for (i in 1:length(x)) {
if (x[i] == 0)
conta <- conta + 1
}
conta1 <- conta/length(x)
conta1
}
#' @keywords internal
vb <-
function(s)
{out=c(1)
for (j in 1:s)
out = c(out,1)
out
}
#'@keywords internal
Hreg <-
function (ev, a, m, b,fre)
{
out = matrix(0, nrow(ev), ncol(ev))
for (i in 1:ncol(ev)) out[, i] = a * (fre * i)/(b + fre * i) ^m
out
}
#'@keywords internal
f3 <-
function (e, x3,fre)
{
e = as.matrix(e)
r = nrow(e)
a = e[1:(r - 1)]
b = 0
m = e[r]
x2 <- Hreg(x3, a, m, b, fre)
out = f1(x3, x2)
out
}
#'@keywords internal
f2 <-
function (e, x3,fre)
{
e <- as.matrix(e)
r <- nrow(e)
a <- e[1:(r - 2)]
m <- e[r-1]
b <- e[r]
x2 <- Hreg(x3, a, m, b,fre)
out <- f1(x3, x2)
out
}
#'@keywords internal
f1 <-
function (x1, x2)
{
x1 <- as.matrix(x1)
x2 <- as.matrix(x2)
v <- 0
r <- nrow(x1)
c <- ncol(x1)
{
for (j in 1:c) {
for (i in 1:r) v <- v + (x1[i, j] - x2[i, j])^2
}
}
v
}
#'@keywords internal
eventi2 <-
function (x)
{
cont = 0
x=as.matrix(x)
n = nrow(x)
out2 = matrix(0, n, ncol(x))
for (i in 1:n) {
if (x[i, 1] > 0) {
cont = cont + 1
out2[cont, ] = x[i, ]
}
}
out3 <- out2[1:cont, ]
out4 <- out3
for (j in 1:ncol(out3))
out4[,j]=sort(out3[,j],decreasing = T )
out4
}
#'@keywords internal
eventi <-
function (x, g, s)
{
n <- nrow(as.matrix(x))
out <- matrix(0, n, g)
k = 1
while (k < (n - g)) {
if (x[k] > s) {
out[k, 1] <- x[k]
for (j in 1:(g - 1)) out[k, j + 1] <- out[k, j] +
x[k + j]
k = k + g
}
else {
out[k, 1] <- 0
k = k + 1
}
}
out
}
#'@keywords internal
Ireg1 <-
function (ev, a, m, b, t)
{
out = matrix(0, nrow(ev), ncol(ev))
for (i in 1:length(t)) out[, i] = a /(b + t[i])^m
out
}
#'@keywords internal
Hreg1 <-
function (ev, a, m, b, t)
{
out = matrix(0, nrow(ev), ncol(ev))
for (i in 1:length(t)) out[, i] = a * (t[i])/(b + t[i])^m
out
}
#'@keywords internal
f4 <-
function (e, x3, t)
{
e = as.matrix(e)
r = nrow(e)
a = e[1:(r - 1)]
b = 0
m = e[r]
x2 <- Hreg1(x3, a, m, b, t)
out = f1(x3, x2)
out
}
#'@keywords internal
f5 <-
function (e, x3, t)
{
e <- as.matrix(e)
r <- nrow(e)
a <- e[1:(r - 2)]
m <- e[r - 1]
b <- e[r]
x2 <- Hreg1(x3, a, m, b, t)
out <- f1(x3, x2)
out
}
#'@keywords internal
Ireg <-
function (ev, a, m, b, fre)
{
out = matrix(0, nrow(ev), ncol(ev))
for (i in 1:ncol(ev)) out[, i] = a /(b + fre *
i)^m
out
}
#'@keywords internal
annualmax <-
function (x)
{for (k in 1:ncol(x)) x[,k]=sort(x[,k],decreasing=T)
for (j in 1:nrow(x))
{for (i in 1:(ncol(x)-1))
{if (x[j,i]>x[j,i+1])
{cat("warning","\n")
x[j,i+1]=x[j,i]}
}
}
x}
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