Displaying 3 results from an estimated 3 matches for "sumt2".
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2009 Jul 08
0
typo in ts detrending implementation in spec.pgram?
...llo!
I wonder if there is a typo in detrending code of spec.pgram in spectrum.R from stats package.
One can see in the code https://svn.r-project.org/R/trunk/src/library/stats/R/spectrum.R .
I am afraid there is a typo and the code should look like
if (detrend) {
t <- 1L:N - (N + 1)/2
sumt2 <- N * (N^2 - 1)/12
for (i in 1L:ncol(x))
x[, i] <- x[, i] - mean(x[, i]) - sum((x[, i]-mean(x[,i]) * t) * t/sumt2
}
Note x[, i]-mean(x[,i]) instead of x[,i] only as in repository. Here is a quick reference http://en.wikipedia.org/wiki/Simple_linear_regression#Estimati...
2019 Feb 14
0
Proposed speedup of spec.pgram from spectrum.R
...if(is.tskernel(spans)) spans else
kernel("modified.daniell", spans %/% 2)
}
if(!is.null(kernel) && !is.tskernel(kernel))
stop("must specify 'spans' or a valid kernel")
if (detrend) {
t <- 1L:N - (N + 1)/2
sumt2 <- N * (N^2 - 1)/12
for (i in 1L:ncol(x))
x[, i] <- x[, i] - mean(x[, i]) - sum(x[, i] * t) * t/sumt2
}
else if (demean) {
x <- sweep(x, 2, colMeans(x), check.margin=FALSE)
}
## apply taper:
x <- spec.taper(x, taper)
## to correct for tapering...
2009 Jul 09
2
How to Populate List
...!
I wonder if there is a typo in detrending code of spec.pgram in spectrum.R from stats package.
One can see in the code https://svn.r-project.org/R/trunk/src/library/stats/R/spectrum.R .
I am afraid there is a typo and the code should look like
if (detrend) {
t <- 1L:N - (N + 1)/2
sumt2 <- N * (N^2 - 1)/12
for (i in 1L:ncol(x))
x[, i] <- x[, i] - mean(x[, i]) - sum((x[, i]-mean(x[,i]) * t) * t/sumt2
}
Note x[, i]-mean(x[,i]) instead of x[,i] only as in repository. Here is a quick reference http://en.wikipedia.org/wiki/Simple_linear_regression#Estimati...