Re: [R] transcript a matlab code in R

Fotis Papailias wrote: > > > > local.whittle <- function(d, x, m) > { > n <- length(x) > t <- matrix(c(0:n1), nrow = n, ncol=1) > lambda <- (2*pi*t)/n > wx <- (2*pi*n)^(-1/2)*Conj(fft( Conj(x)))*exp(1i*lambda) > M1 <- m+1 > lambda2 <- lambda[2:M1] > wx2 <- wx[2:M1] > ix <- wx2*Conj(wx2) >

[R] transcript a matlab code in R

Dear R-users, I am trying to translate a matlab code for calculating the Local Whittle estimator in time series with long memory originally written by Shimotsu and available free in his webpage ( http://www.econ.queensu.ca/pub/faculty/shimotsu/ ) The Matlab code is ==