May be please inform where I can find the source code for "nlme:::ACF.gls" and "nlme:::ACF.lme". Sorry to ask. As I have looked into the R directory but don't find that.
Best Alok --- On Tue, 12/22/09, Prof Brian Ripley <rip...@stats.ox.ac.uk> wrote: > From: Prof Brian Ripley <rip...@stats.ox.ac.uk> > Subject: Re: [R] ACF normalization. > To: "alok juneja" <junejaa...@yahoo.com> > Cc: "R help" <r-help@r-project.org> > Date: Tuesday, December 22, 2009, 11:58 AM > On Tue, 22 Dec 2009, alok juneja > wrote: > > > Hi, > > > > My earlier email was sent as html so no visible > properly. I am now posting it as text. Sorry for the > duplication of the message. > > > > > > Can anyone please provide the formula used to compute > ACF(nlme). I believe the one that is used in R is of the > type mentioned on the website > (http://www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm). > Please correct me if I am wrong. The normalization of the > numerator (Ch) > > has been done by 'N' where as I would like to do it by > 'N-k'. Is there > > anyway in the present implementation of ACF to > normalize it by 'N-k', > > where 'N' is the total number of observations and 'k' > is the lag. > > Please read the code for yourself: > > nlme:::ACF.gls > nlme:::ACF.lme > > whichever is appropriate. > > > Best > > Alok > > > > ______________________________________________ > > R-help@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. > > > > -- > Brian D. Ripley, > rip...@stats.ox.ac.uk > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, > Tel: +44 1865 272861 (self) > 1 South Parks Road, > +44 1865 > 272866 (PA) > Oxford OX1 3TG, UK > Fax: +44 1865 272595 > ______________________________________________ R-help@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.
