Nothing
SN_sweep_bivcor <- function(data, grid_size){
n <- dim(data)[2]
substat <- list()
substat[1:(grid_size-1)] <- NA
for (k in grid_size:(n-grid_size)){
pre_grid_no <- floor(k/grid_size)
post_grid_no <- floor((n-k)/grid_size)
pre_grid_sets <- k-(pre_grid_no:1)*grid_size+1
post_grid_sets <- k+(1:post_grid_no)*grid_size
sn_grid_stat <- c()
for(pre_grid_position in pre_grid_sets){
for(post_grid_position in post_grid_sets){
sn_grid_stat <- rbind(sn_grid_stat,
c(SN_test_bivcor(ts=data[,pre_grid_position:post_grid_position], k=k-pre_grid_position+1),
pre_grid_position, k, post_grid_position))
}
}
substat[[k]] <- sn_grid_stat
}
substat[(n-grid_size+1):n] <- NA
return(substat)
}
#' @importFrom stats cor
NULL
SN_test_bivcor <- function(ts, k){
n <- dim(ts)[2]
cor1 <- cor(ts[1,1:k],ts[2,1:k])
cor2 <- cor(ts[1,(k+1):n],ts[2,(k+1):n])
D <- k*(n-k)/n^1.5*(cor1-cor2)
inter1 <- (1:k)*((k-1):0)*cumsum_bivcor_constrast(ts[,1:k],'L')
inter2 <- (0:(n-k-1))*((n-k):1)*cumsum_bivcor_constrast(ts[,(k+1):n],'R')
M1 <- sum(inter1^2)/n^2/k^2
M2 <- sum(inter2^2)/n^2/(n-k)^2
test_SN <- D^2/(M1+M2)
return(test_SN)
}
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