[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: diffpara
From: |
Gerd Bürger |
Subject: |
Re: diffpara |
Date: |
Mon, 25 Sep 2006 15:49:57 +0200 |
User-agent: |
Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.8.0.5) Gecko/20060728 Thunderbird/1.5.0.5 Mnenhy/0.7.4.666 |
I have the impression that the diffpara function from the signal package
is flawed. For example, it is obvious that
-------------
D = zeros (b - a + 1, k);
for l = 1:k
for m = a:b
....
D(m-a+1) = - x(1:m) * y(1:m) / sumsq (x(1:m));
endfor
endfor
-------------
doesn't make much sense as D is 2-dim. Apart from similar mistakes the
fractional-d estimation does not seem to use the formula suggested by
the reference (Brockwell, GPH regression).
I don't know who is responsible for the signal package. The author of
diffpara, F. Leisch, was unresponsive, so I wonder what should be done
in this case. I could provide patch that at least restores the intended
algorithm in its simplest form.
Gerd
- diffpara, Gerd Bürger, 2006/09/21
- Re: diffpara,
Gerd Bürger <=