Changeset 1684764 in tol

Timestamp:

Aug 31, 2012, 9:36:29 AM (14 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

d1e301f

Parents:

abe80db

Message:

Refs #1136
Modified Box Pierce statistic

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@5053 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/btol/real_type/datgsrst.cpp (modified) (1 diff)

tol/btol/real_type/datgsrst.cpp

@@ -583 +583 @@
   contens_ = BoxPierceLjungACF(ACF.Data(), m, s);
 }
+
+//--------------------------------------------------------------------
+DeclareContensClass(BDat, BDatTemporary, BDatBoxPierceACF);
+DefExtOpr(1, BDatBoxPierceACF, "BoxPierceACF", 3, 3,
+    "Matrix Real Real", 
+    "(Matrix acf, Real m, Real s)",
+    I2("Returns the Box-Pierce statistic for first ŽmŽ  "
+       "autocorrelations in vector ŽacfŽ from a time series of length ŽsŽ",
+       "Devuelve el estadístico de Box-Pierce para las ŽsŽ primeras "
+       "autocorrelaciones del vector ŽacfŽ de una serie temporal de "
+       "longitud ŽsŽ."),
+    BOperClassify::Sthocastic_);
+void BDatBoxPierceACF::CalcContens()
+//--------------------------------------------------------------------
+{
+  BMatrix<BDat>& ACF = Mat(Arg(1)); 
+  BInt m = (BInt)Real(Arg(2)); 
+  BInt s = (BInt)Real(Arg(3));
+  contens_ = BoxPierceACF(ACF.Data(), m, s);
+}
+
+//--------------------------------------------------------------------
+DeclareContensClass(BDat, BDatTemporary, BDatBoxPierceModACF);
+DefExtOpr(1, BDatBoxPierceModACF, "BoxPierceModACF", 3, 3,
+    "Matrix Real Real", 
+    "(Matrix acf, Real m, Real s)",
+    I2("Returns the modified Box-Pierce statistic for first ŽmŽ  "
+       "autocorrelations in vector ŽacfŽ from a time series of length ŽsŽ."
+       "The modification ensures that first and second moments are the same "
+       "than theorical chi-square moments, and it's defined in formulae (67) "
+       "of article",
+       "Devuelve el estadístico de Box-Pierce modificado para las ŽsŽ primeras "
+       "autocorrelaciones del vector ŽacfŽ de una serie temporal de "
+       "longitud ŽsŽ. La modificación asegura que los dos primeros momentos "
+       "coinciden con la distribución chi cuadrado teórica, y puede verse la "
+       "definición en la fórmula (67) del artículo")+
+       "\nOn the distribution of the sample autocorrelation coefficients (Kan-Wang)"
+       "\nhttp://www.rotman.utoronto.ca/xiaolu.wang04/index_files/sacf4.pdf",
+    BOperClassify::Sthocastic_);
+void BDatBoxPierceModACF::CalcContens()
+//--------------------------------------------------------------------
+{
+  BMatrix<BDat>& ACF = Mat(Arg(1)); 
+  BInt m = (BInt)Real(Arg(2)); 
+  BInt s = (BInt)Real(Arg(3));
+  contens_ = BoxPierceModACF(ACF.Data(), m, s);
+}