acf and ccf

You must have a different version of R? ?But you do have a line: ???? acf <- .Call(C_acf, x, lag.max, type == "correlation")
That is quite similar. ?It is a call to a function that does the actual math.


Here is what I get:

function (x, lag.max = NULL, type = c("correlation", "covariance",?
? ? "partial"), plot = TRUE, na.action = na.fail, demean = TRUE,?
? ? ...)?
{
? ? type <- match.arg(type)
? ? if (type == "partial") {
? ? ? ? m <- match.call()
? ? ? ? m[[1L]] <- as.name("pacf")
? ? ? ? m$type <- NULL
? ? ? ? return(eval(m, parent.frame()))
? ? }
? ? series <- deparse(substitute(x))
? ? x <- na.action(as.ts(x))
? ? x.freq <- frequency(x)
? ? x <- as.matrix(x)
? ? if (!is.numeric(x))?
? ? ? ? stop("'x' must be numeric")
? ? sampleT <- as.integer(nrow(x))
? ? nser <- as.integer(ncol(x))
? ? if (is.na(sampleT) || is.na(nser))?
? ? ? ? stop("sampleT and nser must be ints", domain = NA)
? ? if (is.null(lag.max))?
? ? ? ? lag.max <- floor(10 * (log10(sampleT) - log10(nser)))
? ? lag.max <- as.integer(min(lag.max, sampleT - 1L))
? ? if (is.na(lag.max) || lag.max < 0)?
? ? ? ? stop("'lag.max' must be at least 0")
? ? if (demean)?
? ? ? ? x <- sweep(x, 2, colMeans(x, na.rm = TRUE), check.margin = FALSE)
? ? lag <- matrix(1, nser, nser)
? ? lag[lower.tri(lag)] <- -1
? ? acf <- array(.C(C_acf, as.double(x), sampleT, nser, lag.max,?
? ? ? ? as.integer(type == "correlation"), acf = double((lag.max +?
? ? ? ? ? ? 1L) * nser * nser), NAOK = TRUE)$acf, c(lag.max +?
? ? ? ? 1L, nser, nser))
? ? lag <- outer(0:lag.max, lag/x.freq)
? ? acf.out <- structure(.Data = list(acf = acf, type = type,?
? ? ? ? n.used = sampleT, lag = lag, series = series, snames = colnames(x)),?
? ? ? ? class = "acf")
? ? if (plot) {
? ? ? ? plot.acf(acf.out, ...)
? ? ? ? return(invisible(acf.out))
? ? }
? ? else return(acf.out)
}
<bytecode: 0x7f8e04f34ea8>
<environment: namespace:stats>


Cathy Lee Gierke


On Tue, Jul 30, 2013 at 3:57 PM, arun <smartpink111 at yahoo.com> wrote:

Hi,
>When I type 'acf', I get this:
>
>
>function (x, lag.max = NULL, type = c("correlation", "covariance",
>??? "partial"), plot = TRUE, na.action = na.fail, demean = TRUE,
>??? ...)
>{
>??? type <- match.arg(type)
>??? if (type == "partial") {
>??????? m <- match.call()
>??????? m[[1L]] <- as.name("pacf")
>??????? m$type <- NULL
>??????? return(eval(m, parent.frame()))
>??? }
>??? series <- deparse(substitute(x))
>??? x <- na.action(as.ts(x))
>??? x.freq <- frequency(x)
>??? x <- as.matrix(x)
>??? if (!is.numeric(x))
>??????? stop("'x' must be numeric")
>??? sampleT <- as.integer(nrow(x))
>??? nser <- as.integer(ncol(x))
>??? if (is.na(sampleT) || is.na(nser))
>??????? stop("'sampleT' and 'nser' must be integer")
>??? if (is.null(lag.max))
>??????? lag.max <- floor(10 * (log10(sampleT) - log10(nser)))
>??? lag.max <- as.integer(min(lag.max, sampleT - 1L))
>??? if (is.na(lag.max) || lag.max < 0)
>??????? stop("'lag.max' must be at least 0")
>??? if (demean)
>??????? x <- sweep(x, 2, colMeans(x, na.rm = TRUE), check.margin = FALSE)
>??? lag <- matrix(1, nser, nser)
>??? lag[lower.tri(lag)] <- -1
>??? acf <- .Call(C_acf, x, lag.max, type == "correlation")
>??? lag <- outer(0:lag.max, lag/x.freq)
>??? acf.out <- structure(list(acf = acf, type = type, n.used = sampleT,
>??????? lag = lag, series = series, snames = colnames(x)), class = "acf")
>??? if (plot) {
>??????? plot.acf(acf.out, ...)
>??????? invisible(acf.out)
>??? }
>??? else acf.out
>}
>
>
>
>I couldn't get:
>
>array(.C(C_acf, as.double(x), sampleT, nser, lag.max,?
>? ? ? ? as.integer(type == "correlation"), acf = double((lag.max +?
>? ? ? ? ? ? 1L) * nser * nser), NAOK = TRUE)$acf, c(lag.max +?
>? ? ? ? 1L, nser, nser))
>
>
>________________________________
>
>From: Cathy Lee Gierke <leegi001 at umn.edu>
>To: arun <smartpink111 at yahoo.com>
>Sent: Tuesday, July 30, 2013 4:49 PM
>
>Subject: Re: [R] acf and ccf
>
>
>
>
>Thank you. ?Yes, I supposed that does give you the function. ?However, most of the meaningful code is inside another compiled function:
>
>?acf <- array(.C(C_acf, as.double(x), sampleT, nser, lag.max,?
>? ? ? ? as.integer(type == "correlation"), acf = double((lag.max +?
>? ? ? ? ? ? 1L) * nser * nser), NAOK = TRUE)$acf, c(lag.max +?
>? ? ? ? 1L, nser, nser))
>
>Any idea how to see that?
>
>
>Cathy Lee Gierke
>
>
>On Tue, Jul 30, 2013 at 3:28 PM, arun <smartpink111 at yahoo.com> wrote:
>
>Just type
>>acf
>>ccf
>>on R prompt
>>A.K.
>>
>>
>>
>>
>>
>>
>>----- Original Message -----
>>From: Cathy Lee Gierke <leegi001 at umn.edu>
>>To: r-help at r-project.org; r-core-owner at r-project.org
>>Cc:
>>Sent: Tuesday, July 30, 2013 4:02 PM
>>Subject: [R] acf and ccf
>>
>>Greetings,
>>
>>Is it possible to see the source code for the acf and ccf functions?? I
>>want to understand the exact formula used.
>>
>>It may be in this book, but I am hoping I can find it elsewhere, as the
>>book is quite expensive.
>>Venables, W. N. and Ripley, B. D. (2002) *Modern Applied Statistics with S*.
>>
>>Fourth Edition. Springer-Verlag.
>>
>>
>>Sincere thanks,
>>Cathy Lee Gierke
>>
>>??? [[alternative HTML version deleted]]
>>
>>______________________________________________
>>R-help at r-project.org mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>and provide commented, minimal, self-contained, reproducible code.
>>
>>
>