search for: lagmax

...am+t(lam)) vd<-vd/nrow(d) # Delta Method @ g<-matrix(0,3,1) g[1]<-1/(sqrt(mb*mc)) # Grad wrt a @ g[2]<-(-0.5)*(cor/mb) # Grad wrt b @ g[3]<-(-0.5)*(cor/mc) # Grad wrt c @ vcor<-t(g)%*%vd%*%g secor<-sqrt(vcor) list(cor=cor,secor=secor) } acf2<-function(x,y=x,lagmax=(length(x)-10),m="ACF",mix=0){ L<-min(length(x),length(y)) cormat<-matrix(0,lagmax,1) secormat<-matrix(0,lagmax,1) x<-x[1:L] y<-y[1:L] c0<-initc(x,y) cx0<-c0$cx0 cy0<-c0$cy0 for (i in 1:lagmax){ x1<-x[1:(L-i)] y1<-y[(i+1):L] c<-c...