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Remove unneeded stuff from tests
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test/rcall_test.jl

Lines changed: 0 additions & 29 deletions
This file was deleted.

test/signalcorr.jl

Lines changed: 10 additions & 18 deletions
Original file line numberDiff line numberDiff line change
@@ -129,25 +129,17 @@ pacf_ls = [-1.598495044296996e-03 - 2.915104118351207e-01im
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@test pacf(x1, 1:4) pacf_ls[1:4]
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## pacf Yule-Walker
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function yulewalker_qr(v::AbstractVector)
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A = toeplitz(v)
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b = v[2:end]
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x = -A\b
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end
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function toeplitz(v::AbstractVector{T}) where T
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N = length(v)
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A = zeros(T, N - 1, N - 1)
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for n in 1:N-1
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A[n, n+1:end] = conj(v[2:N-n])
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A[n, 1:n] = reverse(v[1:n])
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end
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return A
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end
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# durbin solver
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## PACF Durbin solver
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p_qr = [ 0.007061066965510003 + 0.2467057077053922im
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0.3390065585042673 - 0.19328284216710082im
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0.17336154780689775 - 0.026816622064955047im
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0.17103798323175215 - 0.16022674917138569im
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-0.10466472359738815 - 0.1320218198465664im
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0.0486999464280363 - 0.10069213696609468im
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0.056254003938430636 - 0.09745957137815701im
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-0.07247287124498031 + 0.05734525689737796im
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0.10967412213230482 - 0.05581001671362978im]
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acf = autocor(x1)
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p_qr = [yulewalker_qr(acf[1:n])[n-1] for n in 2:length(acf)]
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y = similar(acf[2:end])
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pd = similar(acf[2:end])
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StatsBase.durbin!(acf[2:end], y, pd)

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