R/kernelFun.R

In dCovTS: Distance Covariance and Correlation for Time Series Analysis

kernelFun <- function(type = c('truncated', 'bartlett', 'daniell', 'QS', 'parzen'), z) {

  type <- match.arg(type)
  if ( missing(type) ) stop( "Kernel type is missing. Type must be one of 'truncated','bartlett','daniell','QS','parzen'" )
  if ( type != "truncated"  &&  type != "bartlett"  &&  type != "daniell"  &&  type != "QS"  &&  type != "parzen")
    stop( "Wrong type. Type must be one of 'truncated', 'bartlett', 'daniell', 'QS', 'parzen'" )
  if ( length(z) > 1 )  stop( "z must be of length 1." )
  if ( !is.numeric(z) )  stop( "'z' must be numeric." )

  if ( type == "truncated" ) {
    k <- ifelse( abs(z) <= 1, 1, 0 )
  } else if ( type == "bartlett" ) {
    k <- ifelse( abs(z) <= 1, 1 - abs(z), 0 )
  } else if ( type == "daniell" ) {
    if ( z == 0 ) stop("z cannot be zero")
    k <- sin(pi * z) / (pi * z)
  } else if ( type == "QS" ) {
    k <- ( 9 / (5 * pi^2 * z^2) ) * ( sin( sqrt(5 / 3) * pi * z ) / ( sqrt(5 / 3) * pi * z ) - cos( sqrt(5 / 3) * pi * z) )
  } else if ( type == "parzen" ) {
    if ( abs(z) <= 3 / pi ) {
      k <- 1 - 6 * ( pi * z / 6 )^2 + 6 * abs( pi * z / 6 )^3
    } else if ( (abs(z) >= 3 / pi ) && ( abs(z) <= 6 / pi) ) {
      k <- 2 * ( 1 - abs( pi * z / 6 ) )^3
    } else {
      k <- 0
    }
 }

 return(k)
}















# kernelFun <- function(type=c('truncated','bartlett','daniell','QS','parzen'),z){
#  type <- match.arg(type)
#  if (missing(type)) stop("Kernel type is missing. Type must be one of 'truncated','bartlett','daniell','QS','parzen'")
#  if (type != "truncated" && type != "bartlett" && type != "daniell" && type != "QS" && type != "parzen") stop("Wrong type. Type must be one of 'truncated','bartlett','daniell','QS','parzen'")
#  if (length(z)>1) stop("z must be of length 1")
#  if (!is.numeric(z))
#       stop("'z' must be numeric")
#  if (type=="truncated"){
#   k <- ifelse(abs(z)<=1,1,0)
#  }
#  else if (type=="bartlett"){
#   k <- ifelse(abs(z)<=1,1-abs(z),0)
#  }
#  else if (type=="daniell"){
#   if (z==0) stop("z cannot be zero")
#   k <- sin(pi*z)/(pi*z)
#  }
#  else if (type=="QS"){
#   k <- (9/(5*pi^2*z^2))*(sin(sqrt(5/3)*pi*z)/(sqrt(5/3)*pi*z) - cos(sqrt(5/3)*pi*z))
#  }
#  else if (type=="parzen"){
#   if (abs(z) <= (3/pi)){
#    k <- 1-6*((pi*z)/6)^2 + 6*abs((pi*z)/6)^3
#   }
#   else if ((abs(z) >= (3/pi)) && (abs(z) <= (6/pi))){
#    k <- 2*(1-abs((pi*z)/6))^3
#   }
#   else {
#    k <- 0
#   }
#  }
#  return(k)
# }