Nothing
monitorMECritvalData <- function(n, end=10, frequency=1000, h=1,
verbose=FALSE){
logPlus <- function(x) ifelse(x<=exp(1),1,log(x))
dn <- list(NULL, c("max","range"), as.character(h), as.character(end))
z <- array(0, dim=c(n, 2, length(h), length(end)), dimnames=dn)
e <- max(end)
t <- seq(1+1/frequency,e,by=1/frequency)
l <- logPlus(t)
H <- h*frequency
for(k in 1:n){
if(verbose){
cat(" Loop: ",k,"\r")
}
b <- as.vector(e1071::rbridge(e,frequency))
for(hh in 1:length(h)){
bh <- c(rep(0, length=H[hh]), diff(b, lag=H[hh]))
bh <- bh[(frequency+1):length(bh)]
bh <- bh/sqrt(2*l)
for(ee in 1:length(end)){
index <- 1:((end[ee]-1)*frequency)
z[k,1,hh,ee] <- max(abs( bh[index] ))
z[k,2,hh,ee] <- max(bh[index]) - min(bh[index])
}
}
}
cat(" \r")
z
}
monitorMECritval <- function(x, probs=c(0.9,0.95))
{
dx <- dim(x)
lp <- length(probs)
z<-array(0,c(dx[3],dx[4],lp,2))
dimnames(z) <- list(dimnames(x)[[3]],dimnames(x)[[4]],
probs, c("max", "range"))
for(k in 1:dx[3]){
for(l in 1:dx[4]){
for(m in 1:lp){
z[k,l,,1] <- quantile(x[,"max",k,l],probs)
z[k,l,,2] <- quantile(x[,"range",k,l],probs)
}
}
}
z
}
monitorRECritvalData <- function(n, end=10, frequency=1000,
verbose=FALSE, linear=FALSE){
dn <- list(NULL, as.character(end))
z <- array(0, dim=c(n, length(end)), dimnames=dn)
e <- max(end)
t <- seq(1+1/frequency,e,by=1/frequency)
for(k in 1:n){
if(verbose){
cat(" Loop: ",k,"\r")
}
b <- as.vector(e1071::rbridge(e,frequency))[-(1:frequency)]
if(linear)
# b <- b/pmax(1, 0.5*t+0.25)
b <- b / t
else
b <- b^2/(t*(t-1)) - log(t/(t-1))
for(ee in 1:length(end)){
index <- 1:((end[ee]-1)*frequency)
z[k,ee] <- max(abs(b[index]))
}
}
cat(" \r")
if(linear)
attr(z, "square") <- FALSE
else
attr(z, "square") <- TRUE
z
}
monitorRECritval <- function(x, probs=c(0.9,0.95))
{
dx <- dim(x)
lp <- length(probs)
z<-array(0, dim=c(dx[2],lp))
dimnames(z) <- list(dimnames(x)[[2]], probs)
for(k in 1:dx[2]){
z[k,] <- quantile(x[,k],probs)
}
if(attr(x, "square"))
z <- sqrt(z)
z
}
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