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Type 'q()' to quit R. > library(longmemo) > > (H0 <- c(seq(0.5, .999, by = 1/32), 0.98, 0.99)) [1] 0.50000 0.53125 0.56250 0.59375 0.62500 0.65625 0.68750 0.71875 0.75000 [10] 0.78125 0.81250 0.84375 0.87500 0.90625 0.93750 0.96875 0.98000 0.99000 > > 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") + } H= 0.5 ; CetaFGN: 0.433939 ; C.ARIMA(*,0,0): 0.716336 H= 0.53125 ; CetaFGN: 0.444391 ; C.ARIMA(*,0,0): 0.716336 H= 0.5625 ; CetaFGN: 0.453858 ; C.ARIMA(*,0,0): 0.716336 H= 0.59375 ; CetaFGN: 0.462444 ; C.ARIMA(*,0,0): 0.716336 H= 0.625 ; CetaFGN: 0.470243 ; C.ARIMA(*,0,0): 0.716336 H= 0.65625 ; CetaFGN: 0.477335 ; C.ARIMA(*,0,0): 0.716336 H= 0.6875 ; CetaFGN: 0.483795 ; C.ARIMA(*,0,0): 0.716336 H= 0.71875 ; CetaFGN: 0.489686 ; C.ARIMA(*,0,0): 0.716336 H= 0.75 ; CetaFGN: 0.495062 ; C.ARIMA(*,0,0): 0.716336 H= 0.78125 ; CetaFGN: 0.499972 ; C.ARIMA(*,0,0): 0.716336 H= 0.8125 ; CetaFGN: 0.504453 ; C.ARIMA(*,0,0): 0.716336 H= 0.84375 ; CetaFGN: 0.508528 ; C.ARIMA(*,0,0): 0.716336 H= 0.875 ; CetaFGN: 0.512195 ; C.ARIMA(*,0,0): 0.716336 H= 0.90625 ; CetaFGN: 0.515363 ; C.ARIMA(*,0,0): 0.716336 > ## 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") + } H= 0.9375 ; CetaFGN: 0.517558 ; C.ARIMA(*,0,0): 0.716336 H= 0.96875 ; CetaFGN: 0.514657 ; C.ARIMA(*,0,0): 0.716336 H= 0.98 ; CetaFGN: 0.504415 ; C.ARIMA(*,0,0): 0.716336 H= 0.99 ; CetaFGN: 0.454094 ; C.ARIMA(*,0,0): 0.716336 > ## 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") + } m= 2^ 6: C_{FGN}= 0.601991 ; C_{AR; 1,1}= 48.3811 [,1] [,2] [,3] [1,] 48.38107 -34.462292 -9.905990 [2,] -34.46229 30.099224 1.088373 [3,] -9.90599 1.088373 9.427213 m= 2^ 7: C_{FGN}= 0.527591 ; C_{AR; 1,1}= 23.1023 [,1] [,2] [,3] [1,] 23.102347 -18.819454 -2.848756 [2,] -18.819454 20.459928 -3.286043 [3,] -2.848756 -3.286043 7.425062 m= 2^ 8: C_{FGN}= 0.486217 ; C_{AR; 1,1}= 14.489 [,1] [,2] [,3] [1,] 14.4889890 -12.799948 -0.9873372 [2,] -12.7999482 16.255301 -4.5777428 [3,] -0.9873372 -4.577743 6.9981407 m= 2^ 9: C_{FGN}= 0.462289 ; C_{AR; 1,1}= 10.8095 [,1] [,2] [,3] [1,] 10.809510 -10.026343 -0.352969 [2,] -10.026343 14.162573 -5.049236 [3,] -0.352969 -5.049236 6.875056 m= 2^10: C_{FGN}= 0.448197 ; C_{AR; 1,1}= 8.97598 [,1] [,2] [,3] [1,] 8.9759811 -8.57055 -0.0957133 [2,] -8.5705517 13.00507 -5.2497156 [3,] -0.0957133 -5.24972 6.8318382 m= 2^11: C_{FGN}= 0.439848 ; C_{AR; 1,1}= 7.97542 [,1] [,2] [,3] [1,] 7.9754221 -7.74585 0.0204119 [2,] -7.7458459 12.32434 -5.3434429 [3,] 0.0204119 -5.34344 6.8147420 m= 2^12: C_{FGN}= 0.434909 ; C_{AR; 1,1}= 7.40081 [,1] [,2] [,3] [1,] 7.4008136 -7.25886 0.0763714 [2,] -7.2588629 11.91110 -5.3898490 [3,] 0.0763714 -5.38985 6.8074697 m= 2^13: C_{FGN}= 0.432003 ; C_{AR; 1,1}= 7.06202 [,1] [,2] [,3] [1,] 7.0620191 -6.965570 0.1044099 [2,] -6.9655699 11.656917 -5.4136051 [3,] 0.1044099 -5.413605 6.8042352 m= 2^14: C_{FGN}= 0.430305 ; C_{AR; 1,1}= 6.86006 [,1] [,2] [,3] [1,] 6.8600649 -6.787817 0.1187711 [2,] -6.7878173 11.500324 -5.4259850 [3,] 0.1187711 -5.425985 6.8027563 m= 2^15: C_{FGN}= 0.429322 ; C_{AR; 1,1}= 6.7395 [,1] [,2] [,3] [1,] 6.7394982 -6.680290 0.1262091 [2,] -6.6802896 11.404353 -5.4324878 [3,] 0.1262091 -5.432488 6.8020685 m= 2^16: C_{FGN}= 0.428757 ; C_{AR; 1,1}= 6.66781 [,1] [,2] [,3] [1,] 6.6678087 -6.615666 0.1300773 [2,] -6.6156657 11.346062 -5.4359093 [3,] 0.1300773 -5.435909 6.8017453 m= 2^17: C_{FGN}= 0.428435 ; C_{AR; 1,1}= 6.62548 [,1] [,2] [,3] [1,] 6.6254802 -6.577171 0.1320888 [2,] -6.5771713 11.311036 -5.4377057 [3,] 0.1320888 -5.437706 6.8015925 m= 2^18: C_{FGN}= 0.428253 ; C_{AR; 1,1}= 6.6007 [,1] [,2] [,3] [1,] 6.6006972 -6.554466 0.1331318 [2,] -6.5544665 11.290226 -5.4386448 [3,] 0.1331318 -5.438645 6.8015200 > > ## Last Line: > cat('Time elapsed: ', proc.time() - .proctime00,'\n') Time elapsed: 1.97 0.3 2.26 NA NA > > proc.time() user system elapsed 2.18 0.34 2.51