View source: R/LG_approx_scribe.R
LG_approx_scribe | R Documentation |
This function takes care of the bookkeeping when the local Gaussian (auto- and cross-) correlations are computed for the lag-h pairs for a single time series. It can also digest a collection of samples from a parametric time series model.
LG_approx_scribe(
main_dir,
data_dir,
TS,
lag_max = ceiling(3 * sqrt(length(TS))),
LG_points,
.bws_mixture = c("mixture", "local", "global"),
bw_points = c(25, 35),
.bws_fixed = NULL,
.bws_fixed_only = FALSE,
content_details = c("rho_only", "rho_log.fun", "rho_all"),
LG_type = c("par_five", "par_one")
)
main_dir |
The path to the main directory, that contains the file-hierarchy created when using the local Gassian approach for the investigation of time series. |
data_dir |
A specification of the directory to be used when loading and saving data. |
TS |
The time series we want to investigate by means of
techniques based on local Gaussian approximations. Note that
this argument in the "wrapper"- and "scribe"-functions can be
given as a character vector that specifies the file where
|
lag_max |
The number of lags to include in the analysis. The
default value |
LG_points |
An array that specifies the point at which it is
desired to compute the local Gaussian estimates. Use the
function |
.bws_mixture |
An argument that specifies how the global
bandwidths and those obtained by the nearest-neighbour strategy
should be combined. The three available options are
|
bw_points |
A vector, default |
.bws_fixed |
A vector of non-negative real values, that can be
used to specify fixed values for the bandwidths (which might be
of interest to do in a preliminary analysis). The default
value |
.bws_fixed_only |
A logic value, default |
content_details |
A character string from |
LG_type |
One of |
This function records its arguments and compares them to a
previously stored information-object for the time series under
investigation, in order to avoid redoing previously performed
computations. This function calls LG_approx
when a new
computation is required, the result is then saved to file, and
the information-object is updated with the key details.
This function is a scribe that reads and records information, whereas another function performs the actual computation, see details for further information. A list containing the following key-information is always returned to the workflow.
Logical value that reveals if the computation has been performed before.
The main_dir
-argument is included here.
The data_dir
-argument is included here.
Regarding the case where the LG_type
-argument is equal
to "par_one": The author of this package has always considered
the "par_one"-approach to be reasonable when the aim of the
investigation is to estimate a density at a given point.
However, the extraction of the correlation value from the
resulting density-estimate will in general not capture the
local geometrical properties of the targeted distribution at
the point of investigation. The "par_one"-approach is as such
(in general) a complete waste of computation resources.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.