R/dS1_nlin2.R

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

dS1_nlin2 <- function(theta, y)
{
    y1 <- y[-length(y)]
    y2 <- y[-1]
    res <- (y2 - y1 - theta[3] - theta[1] * y1^theta[2])
    r1 <- res[seq(1, length(res), 4)]
    r2 <- res[seq(2, length(res), 4)]
    r3 <- res[seq(3, length(res), 4)]
    r4 <- res[seq(4, length(res), 4)]
    m <- min(c(length(r1), length(r2), length(r3), length(r4)))
    r1 <- r1[1:m]
    r2 <- r2[1:m]
    r3 <- r3[1:m]
    r4 <- r4[1:m]
    InD <- (r1 > 0) * (r2 < 0) * (r3 > 0) * (r4 < 0) + (r1 < 0) * (r2 > 0) * (r3 < 0) * (r4 > 0)# + (1 - (r1 != 0) * (r2 != 0) * (r3 != 0) * (r4 != 0))
    depth <- 1 / (m) * sum(InD)
    return(depth)
  
}