Nothing
glk <- function(x) {
n <- dim(x)[2]
G <- matrix(NA, nrow = n, ncol = n)
rownames(G) <- colnames(G) <- names(x)
for (i in inc(1, n - 1)) {
col1 <- x[, i]
not.na.1 <- which(!is.na(col1))
if (length(not.na.1) >= 3) {
for (k in (i + 1):n) {
col2 <- x[, k]
not.na.2 <- which(!is.na(col2))
## check if common interval is longer than 3 years
not.na.both <- sort(intersect(not.na.1, not.na.2))
m <- length(not.na.both)
if (m >= 3) {
if (not.na.both[m] - not.na.both[1] + 1 != m) {
## Should not happen; missing value marker is zero
warning(gettextf("Intersection of series %d and %d is not contiguous. NA returned.",
i, k))
} else {
dif1 <- sign(diff(col1[not.na.both]))
dif2 <- sign(diff(col2[not.na.both]))
G[i, k] <- 1 - sum(abs(dif1 - dif2))/(2 * m - 2)
}
}
}
}
}
G
}
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