library(longmemo) (H0 <- c(seq(0.5, .999, by = 1/32), 0.98, 0.99)) mform <- function(x, digits=6, wid=9) formatC(x, flag="-", width=wid, digits=digits) .proctime00 <- proc.time() ## CetaARIMA(*) does NOT depend on H !! hiH <- H0 >= 0.9375 for(H in H0[!hiH]) { cat("H=", mform(H,wid=7), "; CetaFGN:", mform(CetaFGN(eta = c(H = H), m = 256)), "; C.ARIMA(*,0,0):",mform(CetaARIMA(eta= c(H = H), m = 256,p=0,q=0)), "\n") } ## Ignoring differences for 0.9375 and 0.99 : -- only just for --no-long-double case ## IGNORE_RDIFF_BEGIN for(H in H0[hiH]) { cat("H=", mform(H,wid=7), "; CetaFGN:", mform(CetaFGN(eta = c(H = H), m = 256)), "; C.ARIMA(*,0,0):",mform(CetaARIMA(eta= c(H = H), m = 256,p=0,q=0)), "\n") } ## IGNORE_RDIFF_END for(em in 6:18) { ## oops -- becomes slow [specFGN() !] from about em = 13: m <- 2^em cAA <- CetaARIMA(eta= c(H = 0.7, phi=0.6, psi= -0.3), m = m, p=1,q=1) cat("m= 2^",formatC(em, wid=2),": ", " C_{FGN}= ", mform(CetaFGN(eta = c(H = 0.7), m = m)), "; C_{AR; 1,1}= ", mform(cAA[1,1]), "\n", sep="") print(cAA, digits = if(em %in% 10:12) 6 else 7) ## .. for --no-long-double cat("\n") } ## Last Line: cat('Time elapsed: ', proc.time() - .proctime00,'\n')