[R] pp-test in timeseries

[Prof Brian Ripley]

On Fri, 15 Apr 2005, Ramesh Kolluru wrote:

> Test for stationarity (pp-test). In R source code all other command 
> executions I understood, but how I am getting the ssqrtl value
>
> ssqrtl <- .C ("R_pp_sum", as.vector(u,mode="double"), as.integer(n),
>                  as.integer(l), trm=as.double(ssqru), PACKAGE="ts")
>
> please explain the above command.

Please read `Writing R Extensions' (and the posting guide, as you sent 
HTML mail).  As was once said here:

> fortune("WTFM")
This is all documented in TFM. Those who WTFM don't want to have to WTFM 
again on the mailing list. RTFM.
    -- Barry Rowlingson
       R-help (October 2003)

-- 
Brian D. Ripley,                  ripley at 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