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.Rhistory
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use_rcpp_armadillo()
use_rcpp()
usethis::create_package(".")
use_rcpp_armadillo()
use_rcpp_armadillo()
use_rcpp_armadillo()
RcppICSS:::CenteredCusumValues(rnorm(1000))
load_all()
CenteredCusumValues(1:10)
check_critical_value(rnorm(100))
use_gpl_license()
use_rcpp()
use_rcpp()
use_rcpp_armadillo()
load_all()
check_critical_value(rnorm(100))
load_all()
check_critical_value(rnorm(100))
RcppICSS:::check_critical_value(rnorm(100))
document()
RcppICSS:::check_critical_value(rnorm(100))
RcppICSS:::check_critical_value(1:10)
document()
check_critical_value(rnorm(10))
check_critical_value(rnorm(10))
?ICSS::ICSS
document()
ICSS(rnorm(100))
RcppICSS:::CenteredCusumValues(rnorm(10))
compileAttributes()
Rcpp::compileAttributes()
document()
document()
?ICSS
?ICSS
?ICSS
RcppICSS:::CenteredCusumValues
RcppICSS:::CenteredCusumValues(1:10)
RcppICSS:::CenteredCusumValues(rnorm(10))
RcppICSS:::CenteredCusumValues(rnorm(10))
RcppICSS:::CenteredCusumValues(rnorm(10))
x <- rnorm()
x <- rnorm(10)
RcppICSS:::CenteredCusumValues(x)
ICSS:::CenteredCusumValues(x)
RcppICSS:::check_critical_value(ICSS:::CenteredCusumValues(x))
RcppICSS:::check_critical_value(RcppICSS:::CenteredCusumValues(x))
ICSS(rnorm(100))
ICSS::data
ICSS::data |> str()
ICSS(ICSS::data)
ICSS::ICSS(ICSS::data)
ICSS(ICSS::data)
ICSS::ICSS(ICSS::data)
ICSS::ICSS(ICSS::data)
ICSS(ICSS::data)
load_all()
ICSS(ICSS::data)
load_all()
ICSS(ICSS::data)
load_all()
ICSS(ICSS::data)
load_all()
ICSS(ICSS::data)
RcppICSS:::is_converged(oldVec = c(391, 517), newVec = c(391 + 23, 517))
load_all()
icss(ICSS::data)
ICSS::ICSS(ICSS::data)
x <- c(rnorm(100, sd = 0.5), rnorm(50, sd = 2), rnorm(100, sd = 0.5), rnorm(50, sd = 2), rnorm(100, sd = 0.5))
ICSS::ICSS(x)
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(x)
load_all()
icss(ICSS::data)
ICSS::ICSS(ICSS::data)
x <- c(rnorm(100, sd = 0.5), rnorm(100, sd = 2), rnorm(100, sd = 0.5), rnorm(100, sd = 2), rnorm(100, sd = 0.5))
ICSS::ICSS(x)
icss(x)
ICSS::ICSS(x)
icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss(x)
ICSS::ICSS(x)
97+97
RcppICSS:::icss(x)
RcppICSS:::icss(x)
RcppICSS:::icss_a(x)
ICSS:::ICSS_step_1_and_2(x)
ICSS:::ICSS_step_1_and_2(x)
RcppICSS:::icss_a(x)
ICSS:::ICSS_step_1_and_2(ICSS::data)
RcppICSS:::icss_a(ICSS::data)
RcppICSS:::icss(ICSS::data)
RcppICSS:::icss(x)
ICSS::ICSS(x)
seq(0, 47, 2)
?seq
0 %% 2
RcppICSS:::stat.resid(ICSS::data)
RcppICSS:::stat.resid(ICSS::data)
RcppICSS:::stat.resid(ICSS::data)
invisible(RcppICSS:::stat.resid(ICSS::data))
invisible(RcppICSS:::stat.resid(ICSS::data[1:25]))
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
ICSS:::stat.resid(ICSS::data) |> head() |> round(3)
ICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:30]) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:50]) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:50]) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> head() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:25]) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:60]) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:75]) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:75]) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:75]) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:75]) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data[1:75]) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> tail() |> round(3)
RcppICSS:::stat.resid(ICSS::data) |> tail() |> round(3) |> drop()
RcppICSS:::stat.resid(ICSS::data, order = 3) |> tail() |> round(3) |> drop()
RcppICSS:::stat.resid(ICSS::data, order = 3) |> tail() |> round(3) |> drop() |> drop()
RcppICSS:::inner.prod.iter(ICSS::data)
RcppICSS:::inner.prod.iter(ICSS::data)
RcppICSS:::inner.prod.iter(ICSS::data) |> head() |> round(digits = 3)
RcppICSS:::inner.prod.iter(ICSS::data) |> tail() |> round(digits = 3)
RcppICSS:::inner.prod.iter(ICSS::data) |> tail() |> round(digits = 3)
RcppICSS:::inner.prod.iter(ICSS::data) |> sum()
RcppICSS:::inner.prod.iter(ICSS::data) |> sum()
RcppICSS:::detection(ICSS::data)
RcppICSS:::detection(ICSS::data) |> plot(type = "s")
RcppICSS:::detection(ICSS::data) |> diff()
{RcppICSS:::detection(ICSS::data) |> diff()} != 0
which({RcppICSS:::detection(ICSS::data) |> diff()} != 0)
diff(1:5)
diff(1:5) |> length()
which({RcppICSS:::detection(ICSS::data) |> diff()} != 0) + 1
ICSS::ICSS(ICSS::data)
start.time <- Sys.time(); RcppICSS::detection(ICSS::data); end.time <- Sys.time(); time.taken <- end.time - start.time
time.taken
start.time <- Sys.time(); ICSS::ICSS(ICSS::data); end.time <- Sys.time(); time.taken <- end.time - start.time
time.taken
?tseries::garch()
tseries::garch(ICSS::data, trace = FALSE)
tseries::garch(ICSS::data)
RcppICSS:::detection(ICSS::data) |> str()
RcppICSS:::best.unbal.haar(ICSS::data)
xreg_basta(ICSS::data)
xreg_basta(c(ICSS::data, rev(ICSS::data)))