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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - 2007, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# FUNCTIONS: DESCRIPTION:
# fgnTrueacf Returns FGN true autocorrelation function
# fgnTruefft Returns FGN true fast Fourier transform
# farimaTrueacf Returns FARMA true autocorrelation function
# farimaTruefft Returns FARMA true fast Fourier transform
################################################################################
test.fgnTrueacf =
function()
{
# Try:
# farimaStatsSlider()
# fgnStatsSlider()
# FGN True ACF:
ans = fgnTrueacf(n = 1000, H = 0.7)[1:5]
print(ans)
target = round(sum(ans), 2)
print(target)
current = 1.78
checkEquals(target, current)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.fgnTruefft =
function()
{
# FGN True FFT:
ans = fgnTruefft(n = 1000, H = 0.7)[1:3]
print(ans)
target = Re(round(sum(ans), 2))
print(target)
current = 40.19
checkEquals(target, current)
# Return Value:
return()
}
################################################################################
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