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| -rw-r--r-- | R/nonparam.R | 18 |
1 files changed, 17 insertions, 1 deletions
diff --git a/R/nonparam.R b/R/nonparam.R index b637aa4..3e9cf0b 100644 --- a/R/nonparam.R +++ b/R/nonparam.R @@ -180,7 +180,7 @@ step <- function(model){ #' data(frf) #' frf <- spa(data) #' -#' @import sapa +#' @import signal #' @export spa <- function(data,npad=255){ temp <- cbind(data$output,data$input) @@ -236,4 +236,20 @@ comdiv <- function(z1,z2){ phi1 <- Arg(z1); phi2 <- Arg(z2) complex(modulus=mag1/mag2,argument=signal::unwrap(phi1-phi2)) +} + +mult_ccf <- function(X,Y=NULL,lag.max=30){ + N <- dim(X)[1]; nx <- dim(X)[2] + ny <- ifelse(is.null(Y),nx,dim(Y)[2]) + + ccvfij <- function(i,j,lag=30) ccf(X[,i],Y[,j],plot=F,lag=lag, + type="covariance") + Xindex <- matrix(sapply(1:nx,rep,nx),ncol=1)[,1] + temp <- mapply(ccfij,i=Xindex,j=rep(1:ny,ny), + MoreArgs = list(lag=lag.max)) + + ccfextract <- function(i,l) l[,i]$acf + temp2 <- t(sapply(1:(nx*ny),ccfextract,l=temp)) + dim(temp2) <- c(nx,ny,2*lag.max+1) + return(temp2) }
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