R Under development (unstable) (2024-10-15 r87238 ucrt) -- "Unsuffered Consequences"
Copyright (C) 2024 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> 
> library(RTDE)
Loading required package: parallel
> 
> 
> #####
> # (1) simulation 
> 
> omega <- 1/2
> m <- 48
> n <- 100
> obs <- cbind(rupareto(n), rupareto(n)) + rupareto(n)
> 
> #function of m
> system.time(
+ x <- fitRTDE(obs, nbpoint=m:(n-m), 0, 1/2)
+ )
   user  system elapsed 
   0.20    0.00    0.21 
> x
fitRTDE object: head
	n
[1] 100
	m
[1] 48 49 50 51 52
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5
	eta
     m=48      m=49      m=50      m=51      m=52 
0.7752552 0.7655794 0.7655794 0.7871848 0.7811892 
	delta
     m=48      m=49      m=50      m=51      m=52 
0.1549467 0.1292081 0.1292081 0.2195936 0.2008963 
> summary(x)
fitRTDE object: summary
	n
[1] 100
	alpha
[1] 0
	omega
[1] 0.5
	m
[1] 48 49 50 51 52
	rho
[1] -1
	eta
     m=48      m=49      m=50      m=51      m=52 
0.7752552 0.7655794 0.7655794 0.7871848 0.7811892 
	delta
     m=48      m=49      m=50      m=51      m=52 
0.1549467 0.1292081 0.1292081 0.2195936 0.2008963 
> plot(x, which=1)
> plot(x, which=2)
> 
> #function of m, alpha
> system.time(
+ x <- fitRTDE(obs, nbpoint=m:(n-m), alpha=c(0, .25), omega=omega, control=list(trace=0))
+ )
   user  system elapsed 
   0.53    0.01    0.55 
> x
fitRTDE object: head
	n
[1] 100
	m
[1] 48 49 50 51 52
	rho
[1] -1
	alpha
[1] 0.00 0.25
	omega
[1] 0.5
	eta - mean
[1] 0.8106804
	delta - mean
[1] 0.237463
> dim(x$eta)
[1] 2 5
> dimnames(x$eta)
[[1]]
[1] "a=0"    "a=0.25"

[[2]]
[1] "m=48" "m=49" "m=50" "m=51" "m=52"

> summary(x)
fitRTDE object: summary
	n
[1] 100
	alpha
[1] 0.00 0.25
	omega
[1] 0.5
	m
[1] 48 49 50 51 52
	rho
[1] -1
	eta
      m=48             m=49             m=50             m=51       
 Min.   :0.7753   Min.   :0.7656   Min.   :0.7656   Min.   :0.7872  
 1st Qu.:0.7958   1st Qu.:0.7803   1st Qu.:0.7803   1st Qu.:0.8086  
 Median :0.8164   Median :0.7949   Median :0.7949   Median :0.8300  
 Mean   :0.8164   Mean   :0.7949   Mean   :0.7949   Mean   :0.8300  
 3rd Qu.:0.8370   3rd Qu.:0.8096   3rd Qu.:0.8096   3rd Qu.:0.8514  
 Max.   :0.8576   Max.   :0.8243   Max.   :0.8243   Max.   :0.8728  
      m=52       
 Min.   :0.7812  
 1st Qu.:0.7992  
 Median :0.8171  
 Mean   :0.8171  
 3rd Qu.:0.8351  
 Max.   :0.8530  
	delta
      m=48             m=49             m=50             m=51       
 Min.   :0.1549   Min.   :0.1292   Min.   :0.1292   Min.   :0.2196  
 1st Qu.:0.1952   1st Qu.:0.1558   1st Qu.:0.1558   1st Qu.:0.2659  
 Median :0.2354   Median :0.1825   Median :0.1825   Median :0.3121  
 Mean   :0.2354   Mean   :0.1825   Mean   :0.1825   Mean   :0.3121  
 3rd Qu.:0.2757   3rd Qu.:0.2091   3rd Qu.:0.2091   3rd Qu.:0.3584  
 Max.   :0.3159   Max.   :0.2357   Max.   :0.2357   Max.   :0.4046  
      m=52       
 Min.   :0.2009  
 1st Qu.:0.2379  
 Median :0.2749  
 Mean   :0.2749  
 3rd Qu.:0.3118  
 Max.   :0.3488  
> str(x)
List of 9
 $ n     : int 100
 $ n0    : logi NA
 $ alpha : num [1:2] 0 0.25
 $ omega : num 0.5
 $ m     : int [1:5] 48 49 50 51 52
 $ rho   : num -1
 $ eta   : num [1:2, 1:5] 0.775 0.858 0.766 0.824 0.766 ...
  ..- attr(*, "dimnames")=List of 2
  .. ..$ : chr [1:2] "a=0" "a=0.25"
  .. ..$ : chr [1:5] "m=48" "m=49" "m=50" "m=51" ...
 $ delta : num [1:2, 1:5] 0.155 0.316 0.129 0.236 0.129 ...
  ..- attr(*, "dimnames")=List of 2
  .. ..$ : chr [1:2] "a=0" "a=0.25"
  .. ..$ : chr [1:5] "m=48" "m=49" "m=50" "m=51" ...
 $ Ztilde: num [1:100] 1.87 1.87 4.39 1.01 11.22 ...
 - attr(*, "class")= chr "fitRTDE"
> 
> plot(x, which=1)
> plot(x, which=2)
> 
> 
> #function of m, alpha, omega
> system.time(
+ x <- fitRTDE(obs, nbpoint=m:(n-m), alpha=c(0, .25), omega=c(1/2, 1/3), control=list(trace=0))
+ )
   user  system elapsed 
   1.06    0.00    1.07 
> x
fitRTDE object: head
	n
[1] 100
	m
[1] 48 49 50 51 52
	rho
[1] -1
	alpha
[1] 0.00 0.25
	omega
[1] 0.5000000 0.3333333
	eta - mean
[1] 0.804968
	delta - mean
[1] 0.2583487
> dim(x$eta)
[1] 2 2 5
> dimnames(x$eta)
[[1]]
[1] "a=0"    "a=0.25"

[[2]]
[1] "o=0.5"   "o=0.333"

[[3]]
[1] "m=48" "m=49" "m=50" "m=51" "m=52"

> summary(x)
fitRTDE object: summary
	n
[1] 100
	alpha
[1] 0.00 0.25
	omega
[1] 0.5000000 0.3333333
	m
[1] 48 49 50 51 52
	rho
[1] -1
	eta
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
 0.7157  0.7649  0.7842  0.8050  0.8538  0.9285 
	delta
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
0.06025 0.14957 0.22765 0.25835 0.32416 0.63870 
> 
> plot(x, which=1)
> plot(x, which=2)
> 
> proc.time()
   user  system elapsed 
   2.20    0.12    2.29