[R] ACF normalization.

[alok juneja]

May be please inform where I can find the source code for "nlme:::ACF.gls"
and "nlme:::ACF.lme". Sorry to ask. As I have looked into the R directory but don't find that.

Best
Alok
 
--- On Tue, 12/22/09, Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:

> From: Prof Brian Ripley <ripley at stats.ox.ac.uk>
> Subject: Re: [R] ACF normalization.
> To: "alok juneja" <junejaalok at yahoo.com>
> Cc: "R help" <r-help at r-project.org>
> Date: Tuesday, December 22, 2009, 11:58 AM
> On Tue, 22 Dec 2009, alok juneja
> wrote:
> 
> > Hi,
> >
> > My earlier email was sent as html so no visible
> properly. I am now posting it as text. Sorry for the
> duplication of the message.
> >
> >
> > Can anyone please provide the formula used to compute
> ACF(nlme). I believe the one that is used in R is of the
> type mentioned on the website (http://www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm).
> Please correct me if I am wrong. The normalization of the
> numerator (Ch)
> > has been done by 'N' where as I would like to do it by
> 'N-k'. Is there
> > anyway in the present implementation of ACF to
> normalize it by 'N-k',
> > where 'N' is the total number of observations and 'k'
> is the lag.
> 
> Please read the code for yourself:
> 
> nlme:::ACF.gls
> nlme:::ACF.lme
> 
> whichever is appropriate.
> 
> > Best
> > Alok
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained,
> reproducible code.
> >
> 
> -- 
> Brian D. Ripley,           
>       ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,         
>    Tel:  +44 1865 272861 (self)
> 1 South Parks Road,         
>            +44 1865
> 272866 (PA)
> Oxford OX1 3TG, UK           
>     Fax:  +44 1865 272595
>