[R] ACF normalization.

[ONKELINX, Thierry]

Just enter nlme:::ACF.gls at the command prompt and hit enter. This works with most functions. Another option is to download the source code of nlme from CRAN.

HTH,

Thierry


----------------------------------------------------------------------------
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie & Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium

Research Institute for Nature and Forest
team Biometrics & Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium

tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be

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-----Oorspronkelijk bericht-----
Van: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Namens alok juneja
Verzonden: dinsdag 22 december 2009 13:26
Aan: Prof Brian Ripley
CC: R help
Onderwerp: Re: [R] ACF normalization.

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 <ripley at stats.ox.ac.uk> wrote:

> From: Prof Brian Ripley <ripley at stats.ox.ac.uk>
> Subject: Re: [R] ACF normalization.
> To: "alok juneja" <junejaalok at yahoo.com>
> Cc: "R help" <r-help at 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 at 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,
>       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
> 




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