[Rd] pacf lags
Paul Gilbert
pgilbert at bank-banque-canada.ca
Mon Sep 8 18:07:02 MEST 2003
Looking even more carefully, it seems both sampleT and the lag.max
correction for nser need to be fixed:
sampleT <- if (is.matrix(x)) nrow(x) else length(x)
if (is.null(lag.max)) lag.max <- floor(10 *
(log10(sampleT) - if (is.matrix(x)) log10(ncol(x)) else 0))
Paul Gilbert
Paul Gilbert wrote:
> On further examination, it looks like
> sampleT <- length(x)
> in pacf.default is not handling the matrix case properly and probably
> needs to be replaced by something like
> sampleT <- if (is.matrix(x)) nrow(x) else length(x)
>
> Paul Gilbert
> Paul Gilbert wrote:
>
>> pacf in devel seems by default to return a different number of lags
>> than 1.7.1 for $pacf. I don't see any mention of this in the NEWS
>> file, or any change in the documentation, so I suspect it is and
>> error, though it may be an undocumented improvement.
>>
>> (Newbie question: How is the simplest way to display a function like
>> pacf.default that is not exported from a namespace?)
>>
>> Paul Gilbert
>>
>> ______________________________________________
>> R-devel at stat.math.ethz.ch mailing list
>> https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
>>
>
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