oner_sym: Main evaluation of a symmetrised simplicial depth statistic...

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Description

This function is a central part of the calculation of dS in the symmetrised version. It is necessary to calculate the matrix based inner loops.

Usage

oner_sym(resid)

Arguments

resid

A vector of residuals (r_k,...,r_{k+m}) for which the inner loop has to be evaluated.

Details

The details on the calculation can be found in Kustosz (2016).

Value

The function returns the sum of all indicators, when the first residual of the input vector is fixed and the inner sums run over all remaining residuals.

Note

The funcion is used in the symmetrised dS calculation routine.

Author(s)

Kustosz, Christoph

References

Kustosz, C. (2016). Depth based estimators and tests for autoregressive processes with application. Ph. D. thesis. TU Dortmund.

See Also

find1, find2,intfun2, oner, inv_tri

Examples

res <- c(1, 2, 3, 4, 5)
oner_sym(res)

ChrisKust/rexpar documentation built on May 6, 2019, 11:48 a.m.