R/misc.R

In Jayzhaowj/PARCORwNG:

comp.ase.uni <- function(phi, SIGMA, phi_true, SIGMA_true, P_max,
                         start = 0.001, end = 0.499, interval = 0.01){
  w <- seq(start, end, by = interval)
  n_t <- dim(phi)[2]
  TT <- (P_max+1):(n_t-P_max)
  true_sd <- compute_spec(phi = phi_true, SIGMA = SIGMA_true, w = w, P_max = P_max, ch1 = 1, ch2 = 1)
  est_sd <- compute_spec(phi = phi, SIGMA = SIGMA, w = w, P_max = P_max, ch1 = 1, ch2 = 1)
  ase <- mean((est_sd[[1]][TT, ] - true_sd[[1]][TT, ])^2)
  return(ase)
}