R/dS_lin2_loop.R

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

dS_lin2_loop <- function(theta, y)
{
  sd <- 0
  y1 <- y[2:length(y)]
  y0 <- y[1:(length(y) - 1)]
  resy <- y1 - theta[1] - theta[2] * y0
  for(ki in 1:(length(resy) - 2))
  {
    for(kii in ki:(length(resy) - 1))
    {
      for(kiii in kii:(length(resy)))
      {
        sd <- sd + (resy[ki] < 0) * (resy[kii] > 0) * (resy[kiii] < 0) + (resy[ki] > 0)*(resy[kii] < 0) * (resy[kiii] > 0)
      }
    }
    
  }
  sd <- 1 / choose(length(resy), 3) * sd
  return(sd)
}