inst/unitTests/runit.LongRangeStatistics.R

In fArma: Rmetrics - Modelling ARMA Time Series Processes

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# Copyrights (C)
# for this R-port: 
#   1999 - 2007, Diethelm Wuertz, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   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()   
}


################################################################################